1 project tagged "Python 2.7"
Updated 19 Nov 2011
MibianLib
| Pop | 53.27 |
|---|---|
| Vit | 2.24 |
Mibian lib 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, and the Black-Scholes models.
