@hackage / LetsBeRational

European option implied vol calculation

Latest1.0.0.0

About

Metadata

  • Last updated , by ghais
  • License MIT
  • Categories Mathematics
  • Maintained by: Ghais Issa <0x47@0x49.dev>

  • Lottery factor: 0

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Installation

Tested Compilers

  1. 9.0.1
  2. 8.10.6
  3. 8.8.4
  4. 8.6.5
  5. 8.4.4
  6. 8.2.2
  7. 8.0.2
  8. 7.10.3

Readme

LetsBeRational

Build Status Haskell CI Hackage Stackage Lts Stackage Nightly MIT license

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