Class: Math::Greeks::Calculator::GreekCalculations

Inherits:
Object
  • Object
show all
Extended by:
Math::GreekCalculations
Defined in:
lib/greeks.rb

Method Summary

Methods included from Math::GreekCalculations

annualized_premium_value, annualized_time_value, break_even, delta, gamma, iv, iv_calc, iv_option_price, iv_vega, iv_volatility_guess0, misc_d1, misc_d2, misc_d_normal_distribution, misc_nd1, misc_price_ratio_log_less_rates, misc_price_vs_rate_vs_expires, misc_rate_vs_expires, misc_strike_vs_fed_vs_expires, nil_or_gte0, normal_distribution, normal_distribution_gaussian, premium_value, rho, theta, time_value, vega