├── .gitignore ├── .rspec ├── Gemfile ├── Gemfile.lock ├── README.md ├── greeks.gemspec ├── lib ├── greeks.rb └── greeks │ └── calculations │ ├── delta.rb │ ├── gamma.rb │ ├── iv.rb │ ├── normal_distribution.rb │ ├── rho.rb │ ├── theta.rb │ ├── time_values.rb │ └── vega.rb └── spec ├── ed.csv ├── greeks ├── 22days.calls.csv ├── 22days.puts.csv ├── 24days.haliburton.html ├── 50days.calls.csv ├── 50days.puts.csv ├── calculations │ ├── delta_spec.rb │ ├── gamma_spec.rb │ ├── iv_option_price_spec.rb │ ├── iv_spec.rb │ ├── iv_vega_spec.rb │ ├── normal_distribution_spec.rb │ ├── rho_spec.rb │ ├── theta_spec.rb │ ├── time_values_spec.rb │ └── vega_spec.rb └── greeks_spec.rb ├── helpers └── greek_calculation_shorthand_helpers.rb ├── spec_helper.rb └── support ├── calculate_greeks_hash.rb ├── format_float.rb ├── nilable_equals.rb ├── nilable_equals_pct.rb ├── strict_equals.rb └── strict_equals_pct.rb /.gitignore: -------------------------------------------------------------------------------- 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