Related Issues (13)
- Remove approx from dependency and make it a dev-dependency
- call_iv NaN? HOT 1
- second + third order greeks
- How big of a deal is a ~1.5% mismatch on calculated IV? HOT 3
- call_iv() shouldn't panic if the implied volatility can't be found HOT 3
- compute_all isn't really realistic if it only accepts 1 sigma/IV because call/put IVs are usually different HOT 1
- put_vanna should be negative? HOT 1
- Maturity clarity HOT 7
- WASM support HOT 2
- Add support for dividend yield HOT 3
- Proposal: Calc all greeks once & Decimals HOT 4
- CDF function is not appropriate, can use statrs package for accurate values. HOT 5
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