option-prices 0.1.0

Option pricing using the Black Scholes Model

BSM

This package is to be used for option price calculation using the Black Scholes Model

Description

This package provides a simple and easy-to-use implementation of the Black Scholes Model for calculating European call and put option prices. It is designed for students, traders, and developers who want a lightweight and reliable tool for option pricing without the complexity of larger libraries.

Getting Started

Dependencies

Numpy,Scipy

Installing

pip install bsm

Executing program

from bsm import bsm

example when time scale is in year

price=bsm(S=50,K=50,T=1,r=6,sigma=25,option_type = "call",time_scale="Year") print(price)

example when time scale is in month

price = bsm(S=50,K=50,T=6,r=6,sigma=25,option_type = "call",time_scale="Month") print(price)

Note: When time_scale="Year", enter T in years. When time_scale="Month", enter T in months.

Authors

Shreenivas Dani

[e-mail]

Version History

• 0.1
  • Initial Release

License

This project is licensed under the MIT License - see the LICENSE.md file for details