exotic-options 0.2

The Formula to calculate some exotic options.

EOPricer Model

This simple Python package calculates the price of some barrier and exotic options. This consists on an adptation of the Black and Scholes Model to the Bjerksund e Stensland Studies.

Install

pip install exotic-options

Import

from exotic_options import EOPricer

Class and Function arguments

Args: S (float): Current price of the underlying asset. K (float): Strike price of the option. r (float): Risk-free interest rate most appropriate for this option. T (float): Number of days till the expiration date. H (float): Barrier Value. type (str): Type of the option. Either 'call' or 'put'. Defaults to 'call'.

Create an instance of EOPricer Class

pricer = EOPricer(S=None, K=None, r=None, T=None, H=None, option_type='call')
pricer.call_down_and_out(sigma=None)