API Reference / BlackScholesInput
Interface: BlackScholesInput
Defined in: src/analytics/blackScholes.ts:10
Properties
spot
spot:
number
Defined in: src/analytics/blackScholes.ts:11
strike
strike:
number
Defined in: src/analytics/blackScholes.ts:12
timeToExpiry
timeToExpiry:
number
Defined in: src/analytics/blackScholes.ts:13
riskFreeRate
riskFreeRate:
number
Defined in: src/analytics/blackScholes.ts:14
volatility
volatility:
number
Defined in: src/analytics/blackScholes.ts:15
optionType
optionType:
OptionKind
Defined in: src/analytics/blackScholes.ts:16