Blackscholes

- Bull and bear spread.
- Long and short Iron Butterfly
- More copyable code examples.
- Consistent type hints.
- Clearer documentation.

**Full Changelog**: https://github.com/CarloLepelaars/blackscholes/compare/v0.1.1...v0.1.2

- Fix bug where long and short iron condor were switched.

**Full Changelog**: https://github.com/CarloLepelaars/blackscholes/compare/v0.1.0...v0.1.1

- Option Structures (long and Short):

1. Straddle
2. Strangle
3. Butterfly
4. Iron Condor

- Prettify docs
- More example cases that can be copied and used

**Full Changelog**: https://github.com/CarloLepelaars/blackscholes/compare/v0.0.6...v0.1.0

- Fix bug where `_d1` did not adjust for dividend yield.
- `Black76Call` and `Black76Put` features.
- Refactor to generalize Black-Scholes formula to other log-normal forward models.

**Full Changelog**: https://github.com/CarloLepelaars/blackscholes/compare/v0.0.5...v0.0.6

No external dependencies needed AT ALL for a normal install.

`numpy` is now only a dev dependency.

**Full Changelog**: https://github.com/CarloLepelaars/blackscholes/compare/v0.0.4...v0.0.5

What's Changed
* Remove dependency on NumPy and SciPy. Lightning fast! 3 by CarloLepelaars in https://github.com/CarloLepelaars/blackscholes/pull/10

New Contributors
* CarloLepelaars made their first contribution in https://github.com/CarloLepelaars/blackscholes/pull/10

**Full Changelog**: https://github.com/CarloLepelaars/blackscholes/compare/v0.0.3...v0.0.4