pure_greeks 0.1.0
Pure-Ruby implementation of Black-Scholes European and CRR Binomial American option pricing with delta, gamma, theta, vega, rho, and Brent's-method implied volatility. No Python, no QuantLib system dep, no native code.
Gemfile:
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install:
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Versions:
- 0.1.0 April 27, 2026 (42.5 KB)
Runtime Dependencies (3):
Development Dependencies (1):
benchmark-ips
~> 2.13
Owners:
Pushed by:
Authors:
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Jay Ravaliya
SHA 256 checksum:
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