Developer's DescriptionBy MibianGet an open source options pricing library implementing Garman-Kohlhagen and Black-Scholes models.Mibian Lib is an open source options pricing library. It implements the Garman-Kohlhagen and Black-Scholes pricing models. It permits the computation of the options prices, their delta and dual delta and other greeks as well as the extraction of the implied volatility for a given price and the put-call parity.