56 packages matching “scholes”

scholes

v8.6.202-4.14.32 · 2 years ago

90
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.

Black Scholes Algorithm in pure JS

2Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v8.6.202-4.14.32 (the latest release), from the OSV.dev database.

black-scholes

v1.1.0 · 11 years ago

85
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.

Option pricing using the Black-Scholes formula.

1.5KDownloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.1.0 (the latest release), from the OSV.dev database.

@uqee/black-scholes

v1.0.7 · 3 years ago

85
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.

Fast (interpolated), fully typed, auto tested and without any dependencies - implementation of the Black-Scholes model: both from volatility to price (and greeks) and back

1.2KDownloads across all versions in the last 7 days, from the official npm downloads API.ISCLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.7 (the latest release), from the OSV.dev database.

black-scholes-js

v0.0.7 · 8 years ago

85
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.

A Black-Scholes European option pricer

29Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.0.7 (the latest release), from the OSV.dev database.

option-pricing

v2.1.0 · 3 years ago

85
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.

Analytical (Black-Scholes) and numerical (binomial tree, Monte Carlo simulation) option pricing calculator supporting different payoff styles (European and American).

312Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v2.1.0 (the latest release), from the OSV.dev database.

black-scholes-bonanza

v1.0.1 · 3 years ago

85
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.

Pricing tools using Black-Scholes

3Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.1 (the latest release), from the OSV.dev database.

black-scholes-model

v1.0.10 · 4 years ago

85
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.

Complete plug and play Black-Scholes-Merton model for option pricing with features including implied volatility and Greeks.

47Downloads across all versions in the last 7 days, from the official npm downloads API.ISCLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.10 (the latest release), from the OSV.dev database.

@haydenr4/blackscholes_wasm

v0.21.0 · 3 years ago

85
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.

Black-Scholes option pricing model calculator

11Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.21.0 (the latest release), from the OSV.dev database.

@predy/blackscholes

v0.1.3 · 5 years ago

85
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.

black-scholes formula for liner bonding curve

5Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.1.3 (the latest release), from the OSV.dev database.

black-scholes-pricer

v2.1.3 · 1 month ago

100
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.

European option pricing and Greeks under the Black-Scholes-Merton model.

1Downloads across all versions in the last 7 days, from the official npm downloads API.ISCLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v2.1.3 (the latest release), from the OSV.dev database.

@fullstackcraftllc/floe

v0.0.19 · 1 month ago

100
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.

Production-ready options analytics toolkit. Normalize broker data structures and calculate Black-Scholes, Greeks, and exposures with a clean, type-safe API. Built for trading platforms and fintech applications.

103Downloads across all versions in the last 7 days, from the official npm downloads API.SEE LICENSE IN LICENSE.mdLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.0.19 (the latest release), from the OSV.dev database.

@strykfi/sdk

v0.1.2 · 1 month ago

100
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.

TypeScript SDK for STRYK -- the Solana structured products vault framework. Read vault snapshots, price options with Black-Scholes, and simulate premium harvest strategies.

8Downloads across all versions in the last 7 days, from the official npm downloads API.Apache-2.0License declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.1.2 (the latest release), from the OSV.dev database.

quantoracle-mcp

v2.4.2 · 2 months ago

100
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.

Grounded quant finance math for AI agents over MCP. LLMs drift 5-30% on Black-Scholes Greeks and silently fail at Kelly, Sharpe, and VaR — this server is deterministic, citation-tested math (Hull, Wilmott, Lopez de Prado). 63 calculators (options pricing,

54Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v2.4.2 (the latest release), from the OSV.dev database.

angular-black-scholes

v0.2.2 · 8 years ago

85
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.

Simple Black–Scholes calculator with browserify support

3Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.2.2 (the latest release), from the OSV.dev database.

opcalc

v0.2.1 · 5 years ago

85
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.

An easy-to-use black-scholes option calculator. Made for JS, built in Rust.

2Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.2.1 (the latest release), from the OSV.dev database.

@omnifolio/trading-calc

v1.0.0 · 3 months ago

100
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.

Trading position calculators for Forex, Crypto, Options & Futures — pip values, margin, liquidation prices, Black-Scholes, Kelly criterion, and risk management.

5Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v1.0.0 (the latest release), from the OSV.dev database.

black-scholes-probability

v0.0.1 · 3 years ago

85
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.

Get the probability that the price of an asset will be above the strike price of an option at the time of expiration according to the Black-Scholes model.

1Downloads across all versions in the last 7 days, from the official npm downloads API.GPLLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.0.1 (the latest release), from the OSV.dev database.

@quantoracle/agentkit

v0.1.1 · 2 months ago

100
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.

Deterministic quant finance math for Coinbase AgentKit agents — Black-Scholes, Kelly, Monte Carlo, full risk audit, hedge recommendations. Free tier + x402 micropayments for paid composites.

5Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.1.1 (the latest release), from the OSV.dev database.

black-scholes-wasm

v0.0.7 · 5 years ago

85
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.

A binary WebAssembly port of Ronnie C.'s excellent SIMD options pricer

0Downloads across all versions in the last 7 days, from the official npm downloads API.AGPL-3.0-or-laterLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.0.7 (the latest release), from the OSV.dev database.

@quantoracle/ai-tools

v0.1.0 · 2 months ago

100
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.

Deterministic quant finance tools for the Vercel AI SDK — Black-Scholes, Kelly, Monte Carlo, full risk audit, hedge recommendations. 15 tools across 4 opt-in bundles. Free tier + x402 micropayments for paid composites.

7Downloads across all versions in the last 7 days, from the official npm downloads API.MITLicense declared in the package manifest.

No known vulnerabilities

Known vulnerabilities affecting v0.1.0 (the latest release), from the OSV.dev database.
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