@hackage LetsBeRational1.0.0.0

European option implied vol calculation

Categories
- Mathematics
License
MIT
Maintainer
Ghais Issa <0x47@0x49.dev>
Links
Versions
- 1.0.0.0 Sun, 19 Dec 2021

LetsBeRational

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

Installation
In your cabal file:
Tested Compilers
Dependencies (1)
- base >=4.8.0.2 && <5
Dependents (0)