Welcome to QuantSharp documentation

Please refer to the quickstart guide below or dive straight into the API documentation.

Quick start

Installation

Install QuantSharp like you would any ordinary NuGet package:

Install-Package QuantSharp

or

dotnet add package QuantSharp

Using static functions

using QuantSharp;

//...

var callOptionPrice = BlackScholesEuropeanOptionsFunctions.CallPrice(
    234.56, //Price of underlying
    210.00, //Strike price
    0.25, //Time to expiration (in years, i.e. 3 months here)
    0.15, //Annualized volatility (15% here)
    0.03 //Risk-free interest rate (3% here)
);