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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.

TO-DO:

  • Get up to speed with main blackscholes-rust crate

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

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A Black-Scholes pricing model built in Rust.

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