floe

Browser-only TypeScript functions for calculating Black-Scholes, Greeks, and dealer exposures with a clean, type-safe API.

Documentation

API reference, installation guide, and usage examples for integrating floe into your applications.

Examples

Live, real-world code examples demonstrating Black-Scholes pricing, Greeks calculations, and dealer exposures.

Playground

Interactive TypeScript editor to experiment with floe functions and see results in real-time.

Quick install