optiontools 0.1.5

Tools for valuating financial derivatives

Optiontools

Tools for valuating financial derivatives

Option Tools contains methods for valuating different types of financial derivatives, such as American, European, and Binary Options (Asset-or-Nothing, Cash-or-Nothing).

Installation

To install the package:

pip install optiontools

Example

Valuating a European put option:

>>> from optiontools.options import European
>>> opt = European(So=50, K=52, rf=0.01, sigma=0.15, T=1, option_type='call')
>>> opt.price()
2.349553922014252
>>> opt.delta()
0.4523189078212078

Available Classes

• European (including greeks)
• American
• AssetOrNothing
• CashOrNothing

License

MIT