realoptions-node-sdk
v2.0.6
Published
SDK for real options for both client and node
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node-sdk for RealOptions
Usage
const realoptions=require('realoptions-node-sdk')
const ro=realoptions({api_key:'YOUR_API_KEY', version:'v2'})
ro.cgmy.constraints() //returns promise
const cgmyParameters={
num_u:8,
rate:0.04,
maturity:1,
asset:50,
cf_parameters:{
sigma:0.3,
speed:0.4,
v0:0.9,
eta_v:0.2,
rho:-.5,
c:1,
g:5,
m:5,
y:0.5
},
strikes:[50],
quantile:0.01
}
ro.cgmy.density(cgmyParameters) //returns promise