binprice
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Binomial put and call pricing.
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blkimpv
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Black's implied volatility
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blkprice
|
Black's option pricing.
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blsdelta
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Black-Scholes sensitivity to underlying price change.
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blsgamma
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Black-Scholes sensitivity to underlying delta change.
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blsimpv
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Black-Scholes implied volatility.
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blslambda
|
Black-Scholes elasticity.
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blsprice
|
Black-Scholes put and call pricing.
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blsrho
|
Black-Scholes sensitivity to interest rate change.
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blstheta
|
Black-Scholes sensitivity to time-until-maturity change.
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blsvega
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Black-Scholes sensitivity to underlying price volatility.
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opprofit
|
Option profit.
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