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)
);