LetsBeRational: European option implied vol calculation

[ finance, library, math, mit, numeric, quant ] [ Propose Tags ]

Haskell binding for Jaekel's "Let's be Rational" implied volatility calculation


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Versions [RSS] 1.0.0.0
Change log CHANGELOG.md
Dependencies base (>=4.8.0.2 && <5) [details]
License MIT
Copyright 2021 Ghais Issa
Author Ghais Issa
Maintainer Ghais Issa <0x47@0x49.dev>
Category Math, Quant, Finance, Numeric
Home page https://github.com/ghais/LetsBeRational
Bug tracker https://github.com/ghais/LetsBeRational/issues
Source repo head: git clone https://github.com/ghais/LetsBeRational.git
Uploaded by ghais at 2021-12-19T15:06:35Z
Distributions LTSHaskell:1.0.0.0, NixOS:1.0.0.0, Stackage:1.0.0.0
Downloads 63 total (6 in the last 30 days)
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Status Docs available [build log]
Last success reported on 2021-12-19 [all 1 reports]

Readme for LetsBeRational-1.0.0.0

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LetsBeRational

Build Status Haskell CI Hackage Stackage Lts Stackage Nightly MIT license

Haskell binding for Jaekel's "Let's be Rational" implied volatility calculation