Getting started

Shoals is a Chelis library for financial calculations. You can use its released package as a Reef dependency; there is no need to check out Shoals' source repository. Add shoals under [dependencies] in your project's reef.toml and run chelis reef build. Set the project compiler pin to the version required by the Shoals release. Reef fetches released dependencies, including the packages Shoals depends on. See Reef and packages for the project setup.

Begin with the pricing reference for its exported pricing functions, then read conventions for tensor inputs and random keys.

Price a call

Shoals.Pricing.bs_call_scalar takes spot, strike, continuously compounded risk-free rate, volatility, and maturity in years, all as f32. It prices a European call on a non-dividend-paying underlying:

px = bs_call_scalar(cast(100.0, f32), cast(100.0, f32), cast(0.05, f32), cast(0.2, f32), cast(1.0, f32))

For these inputs, the price is approximately 10.4506. To install Chelis, see the Chelis install guide.