Man pages for prodipta/bsoption
Black-Scholes implementation for equity index options
| bsImpliedVol | Compute implied volatility of plain vanilla European options... |
| bsPlainVanillaOption | Compute price and greeks of plain vanilla European options |
| bumpVol | bump the level of volatility for scenario analysis |
| calibrate | Calibrate vols (SABR or quadratic smile fit) from market... |
| distributionPricer | Price vanilla European options from a given underlying... |
| getVol | get volatility at a given strike |
| impliedDistribution | Extract implied distribution of the underlying from options... |
| opt_chain | Option chain for July 2017 options on NSE (India) NIFTY 50... |
| realizedDistribution | Extract realized distribution of the underlying prices |
