RSS 1 project tagged "pricing"

Download Website Updated 28 Jul 2013 MibianLib

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Pop 60.60
Vit 4.40

MibianLib is an options pricing library offering the ability to calculate the price, the implied volatility, the Greeks or the put-call parity of an option using the Garman-Kohlhagen, Black-Scholes, and Merton models.

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