where to find source code to calculation option greeks?

Discussion in 'Options' started by trend2009, May 1, 2023.

  1. I want to find source code, preferred in java or c, that shows how to calculate option volatility and Greeks. any one knows where I can download?
     
  2. 2rosy

    2rosy

    QuantLib or search github
     
  3. newwurldmn

    newwurldmn

    chatgpt will write it for you. i had it write an implied vol calculator in VBA. it was better that my implementation.