Awesome but light option price calculator in Python
Project description
option-price
option-price is a Python-based powerful but simple option price calculator.
Installation
pip install option-price
Usage
from optionprice import Option
You can initialize an option through this:
some_option = Option(european=False,
kind = 1,
s0 = 100,
k=120,
t=45,
sigma=0.01,
r=0.05
dv = 0)
option-price
has three approaches to calculate the price of the price of the option. They are
- B-S-M
- Monte Carlo
- Binary Tree
option-price
will pick B-S-M by default. You can simply get the price by using
some_option.getPrice()
If you want to calculate in other ways, you can use
some_option.getPrice(method='MC',iteration = 500000)
or
some_option.getPrice(method='BT',iteration = 1000)
while MC stands for Monte Carlo and BT stands for Binary Tree.
Project 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
option-price-0.1.0.tar.gz
(2.8 kB
view hashes)
Built Distribution
Close
Hashes for option_price-0.1.0-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | f6499e9d8403f168f5ce56a9d38aa51afc1b682f3b0349e9605a61ae0e5aa96c |
|
MD5 | df56c172c0c241eef7829820d7f2ffdb |
|
BLAKE2b-256 | a8b8d1ea53a9b1be1174b174891224d392fce0a9ca6cbc61283494b107a8dd69 |