black-scholes-js
v0.0.7
Published
A Black-Scholes European option pricer
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Black-Scholes JS
European-style option pricing tool.
Usage
I use the IEX API to get current stock price and Quandl's US T bill rates to get the risk-free interest rates.
To use this, ensure that your Quandl API key is placed in config.ts
.
Installation
Run npm install black-scholes-js
Test
Run npm test
License
This project is licensed under the MIT License - see the LICENSE.md file for details