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Download kyos/options-calculator
More information about kyos/options-calculator
Files in kyos/options-calculator
Vendor kyos
Package options-calculator
Short Description A collection of methods to calculate option prices, greeks & implied volatilities
License MIT
Homepage https://github.com/kyosenergy/options-calculator
Package options-calculator
Short Description A collection of methods to calculate option prices, greeks & implied volatilities
License MIT
Homepage https://github.com/kyosenergy/options-calculator
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Informations about the package options-calculator
Option Valuation Calculator
A collection of methods to calculate option prices, greeks & implied volatilities.
Range of supported products:
- European options on futures, using the Black'76 methodology.
Range of supported methodologies to derive implied volatilities:
- Bisection search algorithm.
Installation
You can install the package via composer:
Usage
Testing
Changelog
Please see CHANGELOG for more information on what has changed recently.
Contributing
Please see CONTRIBUTING for details.
Security Vulnerabilities
Please review our security policy on how to report security vulnerabilities.
Credits
- Emilian Enev
- Zois Pagoulatos
- All Contributors
License
The MIT License (MIT). Please see License File for more information.
All versions of options-calculator with dependencies
PHP Build Version
Package Version
Requires
php Version
^7.4|^8.0|^8.1|^8.2|^8.3
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