TypeScript / JavaScript

• npm install @vollib/vollib
• The package is published as an ES module and includes TypeScript declarations
• lets-be-rational is installed automatically as a runtime dependency
• Open the TypeScript browser demo

Import the full package:

import { blackScholes } from "@vollib/vollib";

Or import a focused submodule:

import { black } from "@vollib/vollib/black";
import { blackScholesMerton } from "@vollib/vollib/blackScholesMerton";

The lower-level LetsBeRational TypeScript package can also be installed directly:

npm install lets-be-rational

Other Language Repositories

• TypeScript: vollib
• JavaScript: js_vollib
• Java: j_vollib