genpark-black-scholes-merton-greeks-engine-skill
Enables analytical pricing of European options and calculation of first- and second-order Greeks including Delta, Gamma, Vega, Theta, and Rho through MCP. It also supports related quantitative finance analytics such as Monte Carlo simulations, VaR/CVaR, bond duration, and yield curve interpolation.
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Sources and provenance
- Glama source codeOfficial · Observed
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