<!-- brent : https://github.com/croquelois/rootFinder.git -->
<script type="text/javascript" src="lib/rootFinder/rootFinder.js"></script>
<!-- Jmat : https://github.com/lvandeve/jmat.git -->
<script type="text/javascript" src="lib/jmat/jmat.min.js"></script>
<!-- js_lets_be_rational : git@git.quantycarlo.biz:vollib/js_lets_be_rational.git-->
<script type="text/javascript" src="lib/js_lets_be_rational/build/js_lets_be_rational.js"></script>
<!-- --- -->
<!-- js_vollib -->
<script type="text/javascript" src="build/js_vollib.js"></script>
<!-- test_utils : linspace -->
<script type="text/javascript" src="test/test_utils.js"></script>
<script>
linspace(2, 6, 10).forEach(function(d, di){
var n = parseInt(Math.pow(10, d));
var K = linspace(145, 150, n);
var price = 0.001;
var F = 100;
var flag = 'c';
var r = 0.01;
var t = 0.5;
var start = performance.now();
K.forEach(function(k, ki){
js_vollib.black.implied_volatility.implied_volatility(price, F, k, r, t, flag);
});
var end = performance.now();
var seconds = (end - start) / 1000;
var message = K.length + " calls in " + seconds + " seconds.";
console.log(message);
});
</script>
<br/>
<br/>
<h6>To run the tests:</h6>
open js_vollib/test/test_runner.html
<br/>
<br/>
<h6>To re-build:</h6>
npm install
gulp default