A python library for financial instrument payoff analysis
Project description
Finalysis
A python library for financial instrument payoff analysis.
🚀 Quickstart
from finalysis import Spot, Option, plot
current_price = 100
strategy = Spot(price=current_price) + Option(premium=5, strike=100, kind='put')
plot.payoff(strategy, current_price)
📦 Features
- Core primitives: Spot, Option, Future, and structured products like DualInvestment, SmartLeverage
- Strategy composition using +, -, * operators
- Streamlit UI to build strategies interactively (https://finalysis-python.streamlit.app/)
- Plotting payoff diagrams
📈 Examples
| Strategy | Code | Payoff |
|---|---|---|
| Butterfly | Option(strike=98, premium=4, kind='call') -2*Option(strike=100, premium=2.5, kind='call') + Option(strike=102, premium=1.5, kind='call') |
|
| Bull Call | Option(strike=95, premium=6, kind='call') - Option(strike=105, premium=2, kind='call') |
|
| Protective Put | Spot(price=100) + Option(strike=95, premium=3, kind='put') |
|
| Iron Condor | Option(strike=96, premium=1) - Option(strike=98, premium=2) - Option(strike=102, premium=104) + Option(strike=110, premium=1) |
🔧 Other Instruments
from finalysis.instruments import (
SellHighDI,
BuyLowDI,
SmartLeverage,
SpotGrid,
SpotLimit
)
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