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.
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
Filter files by name, interpreter, ABI, and platform.
If you're not sure about the file name format, learn more about wheel file names.
Copy a direct link to the current filters
File details
Details for the file delta_library-0.0.1.tar.gz.
File metadata
- Download URL: delta_library-0.0.1.tar.gz
- Upload date:
- Size: 6.7 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/6.1.0 CPython/3.13.2
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
25076281b514874084dc9eed0718cd4e14d90ac5fe41c3c79d44d8e27f21bc22
|
|
| MD5 |
861964806248b69fabf787bf272c7950
|
|
| BLAKE2b-256 |
e19635a3156448630ac28e8c7a46f1578cf71d689d6a2c925da1d4bffe8caf03
|
File details
Details for the file delta_library-0.0.1-py3-none-any.whl.
File metadata
- Download URL: delta_library-0.0.1-py3-none-any.whl
- Upload date:
- Size: 11.9 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/6.1.0 CPython/3.13.2
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
97c8859853c9dddf6ed4f50b33f3e09779b9077de07bdb3869bec70d2a95899b
|
|
| MD5 |
4496f25ed9593e4aea31fceec1442bb7
|
|
| BLAKE2b-256 |
a485974613eb8e7315cddba8d249cb3470a0b22f46cda5390d94a723669560ea
|
