accelas

accelas/mango-option

C++23 library for American option pricing and implied volatility calculation

1 stars 0 forks 1 watchers C++ MIT License
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1 Open Issue Need Help Last updated: Jul 17, 2026

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QuantLib validation suite has near-zero call coverage — ITM/deep-ITM calls untested 19 days ago
bug help wanted
accelas/mango-option
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C++23 library for American option pricing and implied volatility calculation

C++