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Demo library

Project description

American Options Library

Demo of the Library that is supposed to use various methods to price options of american type.

Installation


pip install american_options

Get started

How to obtain option price with this library:

from american_options import Option



# Instantiate an Option object

option = Option(100, 100, 0.25, 1)



# Call the pricing method

result = option.european_call(0.05)

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