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-0.1.1.tar.gz
(2.8 kB
view hashes)
Built Distribution
Close
Hashes for option_price-0.1.1-py3-none-any.whl
Algorithm | Hash digest | |
---|---|---|
SHA256 | 9f829f6a5b9d68292a0cc3704a6054641bd850a7a68fe5490a66dabc75cad652 |
|
MD5 | 53f3ce6798cce6d323145dbc848f6e51 |
|
BLAKE2b-256 | 5e8b0fc6be0eb6c039c88cc501a59a43e22bed8b8cd97cbce138fb7e574b5275 |