pure_greeks
Pure-Ruby options Greeks (delta, gamma, theta, vega, rho), pricing, and implied volatility for vanilla European and American options. No Python dependency, no QuantLib system install, no native code.
gem "pure_greeks"
Where to go next
- Usage — full API reference with worked examples for pricing, Greeks, and implied volatility.
- How the engines work — Black-Scholes, CRR binomial, intrinsic, and how the fallback chain selects between them.
- Validation — methodology and tolerances for regression-testing against QuantLib output.
- Limitations — what v0.1 does not cover and why.