Monte Carlo Pip Setup
pip install using:
pip install mc-option-simulator-yale
import the module using:
from montecarlo.MonteCarloSimulation import MonteCarloSimulation
classes:
class MonteCarloSimulation:
Methods belong to MonteCarloSimulation
def __init__(self, stock_value, strike, volatility):
self.stock_value = stock_value
self.risk_free_interest = RISK_FREE_INTEREST
self.strike = strike
self.sigma = volatility
self.delta_time = DELTA_TIME
self.T = TIME
self.steps = steps
self.simulations = simulations
self.payoffs = []
def Geometric_Brownian_Motion(self, option_type="call"):
def Black_Scholes(self, option_type="call".lower())
Full class and method details omitted, refer to the code to see full implementation.
1 maintainer
Metadata
1 maintainer
Release files for mc-option-simulator-yale 0.0.8
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | Actions |
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| mc_option_simulator_yale-0.0.8.tar.gz | 3.6 kB | Without provenance | Details for mc_option_simulator_yale-0.0.8.tar.gz |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Actions Reset |
|---|---|---|---|---|
| mc_option_simulator_yale-0.0.8-py3-none-any.whl | Python 3 | none | any | Details for mc_option_simulator_yale-0.0.8-py3-none-any.whl |
Total release size: 7.9 kB
Release files / mc_option_simulator_yale-0.0.8.tar.gz
| Download URL | mc_option_simulator_yale-0.0.8.tar.gz |
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| Size | 3.6 kB |
| Tags | Source |
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Release files / mc_option_simulator_yale-0.0.8-py3-none-any.whl
| Download URL | mc_option_simulator_yale-0.0.8-py3-none-any.whl |
|---|---|
| Size | 4.3 kB |
| Tags | Python 3 |
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