Icon of program: MibianLib

MibianLib for Windows

Download now

Used MibianLib for Windows? Share your experience and help other users.

Key Details of MibianLib

  • Get an open source options pricing library implementing Garman-Kohlhagen and Black-Scholes models.
  • Last updated on
  • There have been 9 updates

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.
Icon of program: MibianLib

MibianLib for Windows

Download now

Used MibianLib for Windows? Share your experience and help other users.

Explore More

Full Specifications

GENERAL
Release
Latest update
Version
0.1.1
OPERATING SYSTEMS
Platform
Windows
Operating System
  • Windows 7
  • Windows Vista
  • Windows Server
  • Windows 2003
  • Windows XP
  • Windows 98
  • Windows ME
  • Windows NT
  • Windows 2000
  • Windows 10
Additional Requirements
Python
POPULARITY
Total Downloads
27
Downloads Last Week
2
Report Software

Program available in other languages

Last Updated

Download.com
Your review for MibianLib