hagan-sabr

v1.0.0 MITLicense declared in the package manifest.

The SABR stochastic-volatility model — Hagan (2002) lognormal & normal implied-vol expansions, the Obłój correction, and (alpha, rho, nu) smile calibration. Matches QuantLib. Zero dependencies.

sabrhaganimplied-volatilityvolatility-smilestochastic-volatilityswaptionoptionsquant
100

Security score

0 known advisories in v1.0.0

0-100 score computed by this site from verifiable signals only: known OSV.dev advisories affecting this exact version, how recently it was published, and the repository's OpenSSF Scorecard.advisory penalty −0 · staleness penalty −0

Weekly downloads

Downloads across all versions in the last 7 days, from the official npm downloads API (api.npmjs.org).

7

Unpacked size

Size of v1.0.0 on disk after npm install extracts the tarball, as reported by the npm registry.

26.0 kB

Dependencies

Direct runtime dependencies declared by v1.0.0. Transitive dependencies are not counted here — use the lockfile audit for the full tree.

0

Last publish

When v1.0.0 was published to the registry. Long gaps can indicate an unmaintained package.

20 days ago

Security advisories

Vulnerabilities affecting v1.0.0 specifically, from OSV.dev — the open database aggregating the GitHub Advisory Database (GHSA) and CVEs. Links open the full advisory.

No known vulnerabilities affect v1.0.0.

Downloads — last 30 days

Daily download counts across all versions for the last 30 days, from the npm downloads API. Weekend dips are normal for developer tooling.

172 total▼ 12.5% vs prior week

Jul 6Aug 4