<?xml version="1.0" encoding="UTF-8"?>
<urlset xmlns="http://www.sitemaps.org/schemas/sitemap/0.9" xmlns:news="http://www.google.com/schemas/sitemap-news/0.9">
  <url>
    <loc>https://quantcalctools.com/articles/black-scholes-merton-implied-volatility-greeks-calculator-guide</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en-GB</news:language>
      </news:publication>
      <news:publication_date>2026-10-20T09:00:00.000Z</news:publication_date>
      <news:title>Black-Scholes-Merton Option Pricing, Analytical Greeks &amp; Newton-Raphson Implied Volatility Engine</news:title>
    </news:news>
  </url>
  <url>
    <loc>https://quantcalctools.com/articles/macaulay-modified-duration-convexity-bond-yield-calculator</loc>
    <news:news>
      <news:publication>
        <news:name>QuantCalc Tools</news:name>
        <news:language>en-GB</news:language>
      </news:publication>
      <news:publication_date>2026-10-19T11:15:00.000Z</news:publication_date>
      <news:title>Fixed-Income Macaulay Duration, Modified Duration, DV01 &amp; Convexity Taylor Approximation Engine</news:title>
    </news:news>
  </url>
</urlset>