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GEM Extension Library

Project description

GEM Derivatives Library

Contents of Library

  • Options
    • Vanilla
      • BlackScholes76 -- options on Futures
    • Duel Underlying Spread
      • Analytical Approximation
      • Numerical Int
  • Correlated Linear
    • Imbalance
    • Ancillary

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Files for GEMExtension, version 0.0.1
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Filename, size GEMExtension-0.0.1.tar.gz (37.1 kB) File type Source Python version None Upload date Hashes View hashes

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