Black-Scholes option calculator written in C (fast Python extension)
Project description
OptCalc
OptCalc is a fast C-based Black–Scholes option calculator with Python bindings.
Example
import optcalc
optcalc.set_params(100, 105, 30, 0.3, 0.01)
optcalc.genOptionSer()
print(optcalc.getCallArr())
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