import { Greeks } from "../../types";
/**
 * Call: C = S * N(d1) - K * exp (-rt) * N(d2)
 * Put: P = K * exp (-rt) * N(-d2) - S * N(-d1)
 * @type type
 */
export declare var BS: {
    calcD1: (h: BSHolder) => number;
    calcD2: (h: BSHolder) => number;
    calcS: (h: BSHolder, phi: number) => number;
    calcK: (h: BSHolder, d2: number) => number;
    calcND2: (h: BSHolder, d1: number) => number;
    /**
     * Get the call price
     * @param {BSHolder} BSHolder BS holder variables
     * @returns {Number} Fair Price
     */
    call: (h: BSHolder) => number;
    /**
     * Get the put price
     * @param {BSHolder} BSHolder BS holder variables
     * @returns {Number} Fair Price
     */
    put: (h: BSHolder) => number;
    /**
     * Get the call delta
     * @param {BSHolder} BSHolder BS holder variables
     * @returns {Float}  call delta
     */
    cdelta: (h: BSHolder) => number;
    /**
     * Get the put delta
     * @param {BSHolder} BSHolder BS holder variables
     * @returns {Float}  put delta
     */
    pdelta: (h: BSHolder) => number;
    /**
     * Get the gamma
     * @param {BSHolder} BSHolder BS holder variables
     * @returns {Float}  gamma
     */
    gamma: (h: BSHolder) => number;
    /**
     * Get the vega
     * @param {BSHolder} BSHolder BS holder variables
     * @returns {Float}  vega
     */
    vega: (h: BSHolder) => number;
    /**
     * Get the call theta
     * @param {BSHolder} BSHolder BS holder variables
     * @returns {Float}  call theta
     */
    ctheta: (h: BSHolder) => number;
    /**
     * Get the put theta
     * @param {BSHolder} BSHolder BS holder variables
     * @returns {Float}  put theta
     */
    ptheta: (h: BSHolder) => number;
    /**
     * Get the call rho
     * @param {BSHolder} BSHolder BS holder variables
     * @returns {Float}  call rho
     */
    crho: (h: BSHolder) => number;
    /**
     * Get the put rho
     * @param {BSHolder} BSHolder BS holder variables
     * @returns {Float}  put rho
     */
    prho: (h: BSHolder) => number;
};
/**
 * Holder object for BlackScholes variables
 *
 * @param {Float} stock underlying's asset price
 * @param {Float} strike strike price
 * @param {Float} interest annualized risk-free interest rate
 * @param {Float} vola volatility
 * @param {Float} term a time in years
 * @returns {BSHolder}
 */
export declare class BSHolder {
    stock: number;
    strike: number;
    interest: number;
    vola: number;
    term: number;
    setStock: (s: number) => BSHolder;
    setStrike: (s: number) => BSHolder;
    setInterest: (s: number) => BSHolder;
    setVola: (s: number) => BSHolder;
    setTerm: (s: number) => BSHolder;
    put: (h: BSHolder) => number;
    constructor(stock: number, strike: number, interest: number, vola: number, term: number);
}
export declare const estimateIVFromPrice: (strikePrices: number[], maturityInYears: number, underlyingPrice: number, interestRateBps: number, optionPriceByLeg: number[], isCall: boolean, minIV: number, maxIV: number) => [number[], Greeks];
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