pure_greeks 0.1.1
Pure-Ruby implementation of Black-Scholes European and CRR Binomial American option pricing with delta, gamma, theta, vega, rho, and Brent's-method implied volatility. No Python, no QuantLib system dep, no native code.
Gemfile:
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install:
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Runtime Dependencies (3):
Development Dependencies (1):
benchmark-ips
~> 2.13