import type { BlackScholes } from '../../schemas/indicatortypes.ts';
export declare class OptionsAnalysis {
    /**
     * Calculate Black-Scholes Option Pricing
     */
    static calculateBlackScholes(currentPrice: number, startPrice: number, avgVolume: number): BlackScholes | null;
    /**
     * Calculate Binomial Tree Option Pricing
     */
    static calculateBinomialTree(currentPrice: number, strikePrice: number, timeToExpiry?: number, riskFreeRate?: number, volatility?: number, steps?: number): {
        callPrice: number;
        putPrice: number;
        delta: number;
        gamma: number;
        theta: number;
        vega: number;
        rho: number;
    };
    /**
     * Calculate Trinomial Tree Option Pricing
     */
    static calculateTrinomialTree(currentPrice: number, strikePrice: number, timeToExpiry?: number, riskFreeRate?: number, volatility?: number, steps?: number): {
        callPrice: number;
        putPrice: number;
        delta: number;
        gamma: number;
        theta: number;
        vega: number;
        rho: number;
    };
    /**
     * Calculate Monte Carlo Option Pricing
     */
    static calculateMonteCarlo(currentPrice: number, strikePrice: number, timeToExpiry?: number, riskFreeRate?: number, volatility?: number, simulations?: number): {
        callPrice: number;
        putPrice: number;
        delta: number;
        gamma: number;
        theta: number;
        vega: number;
        rho: number;
        confidenceInterval: {
            lower: number;
            upper: number;
        };
    };
    /**
     * Calculate Heston Model (Stochastic Volatility)
     */
    static calculateHestonModel(currentPrice: number, strikePrice: number, timeToExpiry?: number, riskFreeRate?: number, _initialVolatility?: number, _longTermVolatility?: number, _meanReversionSpeed?: number, _volatilityOfVolatility?: number, _correlation?: number): {
        callPrice: number;
        putPrice: number;
        impliedVolatility: number;
        delta: number;
        gamma: number;
        theta: number;
        vega: number;
        rho: number;
    };
    /**
     * Calculate SABR Model
     */
    static calculateSABRModel(currentPrice: number, strikePrice: number, timeToExpiry?: number, riskFreeRate?: number, alpha?: number, beta?: number, rho?: number, nu?: number): {
        callPrice: number;
        putPrice: number;
        impliedVolatility: number;
        delta: number;
        gamma: number;
        theta: number;
        vega: number;
        rho: number;
    };
    /**
     * Calculate Variance Gamma Model
     */
    static calculateVarianceGamma(currentPrice: number, strikePrice: number, timeToExpiry?: number, riskFreeRate?: number, _sigma?: number, _theta?: number, _nu?: number): {
        callPrice: number;
        putPrice: number;
        impliedVolatility: number;
        delta: number;
        gamma: number;
        theta: number;
        vega: number;
        rho: number;
    };
    /**
     * Normal CDF approximation
     */
    private static normalCDF;
    /**
     * Normal PDF
     */
    private static normalPDF;
    /**
     * Error function approximation
     */
    private static erf;
    /**
     * Box-Muller transform for normal random numbers
     */
    private static boxMuller;
}