MibianLib for Windows

Name: MibianLib
Rating: 4 (1 reviews)
Author: Mibian

By Mibian
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Developer’s Description

By Mibian

Get an open source options pricing library implementing Garman-Kohlhagen and Black-Scholes models.

Mibian Lib is an open source options pricing library. It implements the Garman-Kohlhagen and Black-Scholes pricing models. It permits the computation of the options prices, their delta and dual delta and other greeks as well as the extraction of the implied volatility for a given price and the put-call parity.