0xDmtri / bs-cli

Black Scholes CLI implemented in Rust

BS-CLI

Very simple and minimal Black Scholes CLI implemented in Rust

Requirements:

1. Linux or macOS
2. Rustup: curl --proto '=https' --tlsv1.2 -sSf https://sh.rustup.rs | sh

Installation:

1. git clone https://github.com/0xDmtri/bs-cli.git
2. sh ~/bs-cli/install.sh

Usage:

bs -u <Underlying> -s <Strike> -d <Days> -r <Rate> -v <Volatility>

Example:

bs -u 100.0 -s 100.0 -d 0.25 -v 0.8

Contributors:

1. git clone --branch develop https://github.com/0xDmtri/bs-cli.git
2. cd bs-cli && cargo build

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Note:

Currently, we are using hardcoded 360 days annualization convention for simplicity, feel free to submit a PR request to customize it!