Black-Scholes option pricing model calculator
Black-Scholes option pricing model calculator
High-performance Rust library for option pricing and risk
Black-Scholes option pricing model calculator
Zero-dependency Black-Scholes options pricing engine. Pure Rust.
Arbitrage-free SVI volatility surfaces in pure Rust. Raw, Jump-Wings and SSVI parametrisations, calibration, and static-arbitrage checks. Zero dependencies.