Black-Scholes JS

European-style option pricing tool.

Usage

I use the IEX API to get current stock price and Quandl's US T bill rates to get the risk-free interest rates.

To use this, ensure that your Quandl API key is placed in config.ts.

Installation

Run npm install black-scholes-js

Test

Run npm test

License

This project is licensed under the MIT License - see the LICENSE.md file for details