Projects / MibianLib


MibianLib is an options pricing library offering the ability to calculate the price, the implied volatility, the Greeks or the put-call parity of an option using the Garman-Kohlhagen, Black-Scholes, and Merton models.

Operating Systems

Recent releases

  •  27 Jul 2013 01:11

    Release Notes: This release added the possibility to get the implied volatility from both the call price and the put price.

    •  19 Nov 2011 03:46

      Release Notes: Enhanced performance.

      •  11 Nov 2011 18:13

        Release Notes: Theta function was added for Black-Scholes and Garman-Kohlhagen models.

        •  24 Jul 2011 12:18

          Release Notes: Gamma, Vega, Rho, and Put-Call Parity functions were added for Black-Scholes and Garman-Kohlhagen models.

          •  03 Jul 2011 19:36

            Release Notes: This release has a delta function for the Black-Scholes model and a dual delta function for the Garman-Kohlhagen and Black-Scholes models.


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