blackscholes_wasm

This library provides an simple, lightweight, and efficient (though not heavily optimized) implementation of the Black-Scholes-Merton model for pricing European options.

Usage

Simply create an instance of the Inputs struct and call the desired method.

View the Rust docs or npm docs for usage and examples.

lib.rs:

blackscholes_wasm

This library provides an simple, lightweight, and efficient (though not heavily optimized) implementation of the Black-Scholes-Merton model for pricing European options.

Usage

Simply create an instance of the Inputs struct and call the desired method.

Example:

let inputs: blackscholes::Inputs = blackscholes::Inputs.new(blackscholes::OptionType::Call, 100.0, 100.0, None, 0.05, 0.02, 20.0 / 365.25, Some(0.2));
let price: f64 = inputs.calc_price();

See the Github Repo for full source code. Other implementations such as a npm WASM package and a python module are also available.