A package for modelling options and option portfolios.
Project description
The delta_library is a python package used for modelling options and option strategies. It contains classes for Call and Put options, as well as a class for a portfolio of options.
The Call and Put classes can be initialized using either days to expiration or a date of expiration. Moreover the Call and Put classes can be initialized using either the option price or the implied volatility.
The option and portfolio classes contain methods for calculating the delta, gamma, vega, theta, and rho of the option or portfolio. These can also be graphed and plotted using the included methods.
Calling help() will provide more information on the classes and methods.
This project is licensed under the GNU General Public License v3.0. See the LICENSE file for details.
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