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radical-basis-function

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hedge0 / OptionsKillerBotCPP

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A C++-based bot developed to calculate implied volatility on option prices using the Barone-Adesi Whaley model and perform custom interpolations on the results. Built upon my original Python implementation, this version significantly enhances the performance of both the pricing calculations and interpolation processes.

performance options cpp interpolation option-pricing black-scholes interpolation-methods svi black-scholes-model radical-basis-function barone-adesi-whaley
  • Updated Oct 22, 2024
  • C++

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