/**
 * Using Black-Scholes, this will calculate the call price for a European options given
 * the current spot price, strike price, time in years til expiration, a risk free return,
 * the volatility of the asset.
 *
 * @remarks
 * https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model#Black%E2%80%93Scholes_formula
 *
 * @param call true for call, fasle for put
 * @param spot spot price
 * @param strike strike price
 * @param time time in years
 * @param rfr risk free rate
 * @param sigma volatility
 */
export declare function calcOptionPrice(call: boolean, spot: number, strike: number, time: number, rfr: number, sigma: number): number;
/**
 * Using Black-Scholes and put-call parity, calculate the expected put price given
 * call price, current spot price, strike price, time and riskFreeRate
 *
 * @remarks
 * https://en.wikipedia.org/wiki/Black%E2%80%93Scholes_model#Black%E2%80%93Scholes_formula
 *
 * @param option price
 * @param spot price
 * @param strike price
 * @param time in years
 * @param rfr
 * @returns price of the put option
 */
export declare function calcPutFromCall(option: number, spot: number, strike: number, time: number, rfr: number): number;
/**
 * Using Black-Scholes and put-call parity, calculate the expected call price given
 * put price, current spot price, strike price, time and riskFreeRate
 *
 * @param option price
 * @param spot price
 * @param strike price
 * @param time in years
 * @param rfr
 * @returns price of the call option
 */
export declare function calcCallFromPut(option: number, spot: number, strike: number, time: number, rfr: number): number;
/**
 * Calculates delta
 * @param call true for call, false for put
 * @param spot spot price of the asset
 * @param strike strike price of the option
 * @param time days until expiration
 * @param rfr risk free rate
 * @param sigma volatility of the asset
 */
export declare function calcOptionDelta(call: boolean, spot: number, strike: number, time: number, rfr: number, sigma: number): number;
/**
 * Calculates gamma
 * @param spot spot price of the asset
 * @param strike strike price of the option
 * @param time days until expiration
 * @param rfr risk free rate
 * @param sigma volatility of the asset
 */
export declare function calcOptionGamma(spot: number, strike: number, time: number, rfr: number, sigma: number): number;
/**
 * Calculates theta
 * @param call true for call, false for put
 * @param spot spot price of the asset
 * @param strike strike price of the option
 * @param time days until expiration
 * @param rfr risk free rate
 * @param sigma volatility of the asset
 */
export declare function calcOptionTheta(call: boolean, spot: number, strike: number, time: number, rfr: number, sigma: number): number;
/**
 * Calculates the vega for a European option. Vega is the first
 * derivative of an option’s price with respect to volatility.
 *
 * Note that this calculates based on the sigma as the unit,
 * so it represents a 100% change in volatility. You must divide
 * by 100 to get the 1% change (which is more useful) for calculating
 * price changes.
 *
 * @param spot spot price of the asset
 * @param strike strike price of the option
 * @param time days until expiration
 * @param rfr risk free rate
 * @param sigma volatility of the asset
 */
export declare function calcOptionVega(spot: number, strike: number, time: number, rfr: number, sigma: number): number;
/**
 * Calculates rho for a European option.
 * @param call true for call, false for put
 * @param spot spot price of the asset
 * @param strike strike price of the option
 * @param time days until expiration
 * @param rfr risk free rate
 * @param sigma volatility of the asset
 */
export declare function calcOptionRho(call: boolean, spot: number, strike: number, time: number, rfr: number, sigma: number): number;
/**
 * Estimate the implied volatility via the Brenner and Subrahmanyam method.
 *
 * @param option price of the option
 * @param spot spot price of the asset
 * @param time time in days
 */
export declare function estimateIV(option: number, spot: number, time: number): number;
/**
 * Calculate the implied volatility by using Newton-Raphson where BS(v)
 * and Vega(v) are used as f(x) and g(x) respectively.
 *
 * @param call true for call, false for put
 * @param option price of the option
 * @param spot spot price of the asset
 * @param strike strike price of the option
 * @param time time in days
 * @param rfr risk free rate
 * @param estIV optional estimated IV, defaults to 1
 */
export declare function calcIV(call: boolean, option: number, spot: number, strike: number, time: number, rfr: number, estIV?: number): number;