genpark-black-scholes-merton-greeks-engine-skill
源码Black-Scholes-Merton European option analytical pricing and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho) engine.
Black-Scholes-Merton European option analytical pricing and first/second-order Greeks (Delta, Gamma, Vega, Theta, Rho) engine.