Module: PureGreeks

Defined in:

lib/pure_greeks.rb,
lib/pure_greeks/errors.rb,
lib/pure_greeks/greeks.rb,
lib/pure_greeks/option.rb,
lib/pure_greeks/version.rb,
lib/pure_greeks/math/normal.rb,
lib/pure_greeks/engines/intrinsic.rb,
lib/pure_greeks/engines/fallback_chain.rb,
lib/pure_greeks/engines/crr_binomial_american.rb,
lib/pure_greeks/engines/black_scholes_european.rb,
lib/pure_greeks/implied_volatility/brent_solver.rb

Defined Under Namespace

Modules: Engines, ImpliedVolatility, Math Classes: CalculationError, Error, ExpiredContractError, Greeks, IVConvergenceError, InvalidInputError, Option

Constant Summary

VERSION =

"0.1.0"