Python library putcall
Collection of classical option pricing formulas.
Example Usage
>>> from putcall import black_scholes
>>> spot_value = 100
>>> strike_value = 105
>>> vol_value = 0.2
>>> time_value = 2.0
>>> is_call_bool = True
>>> rate = 0.05
>>> black_scholes(spot_value, strike_value, vol_value, time_value, is_call_bool, rate)
13.639602713024757Install
The latest stable version can always be installed or updated via pip:
$ pip install putcallIf the above fails, please try easy_install instead:
$ easy_install putcallDevelopment Version
The latest development version can be installed directly from GitHub:
$ pip install --upgrade git+https://github.com/pbrisk/putcall.gitContributions
Issues and Pull Requests are always welcome.
License
Code and documentation are available according to the Apache Software License (see LICENSE).
1 maintainer
Metadata
1 maintainer
Release files for putcall 0.2
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | Actions |
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| putcall-0.2.tar.gz | 17.8 kB | Without provenance | Details for putcall-0.2.tar.gz |
Built distribution (wheel)
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|---|---|---|---|---|
| putcall-0.2-py3-none-any.whl | Python 3 | none | any | Details for putcall-0.2-py3-none-any.whl |
Total release size: 41.6 kB
Release files / putcall-0.2.tar.gz
| Download URL | putcall-0.2.tar.gz |
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| Size | 17.8 kB |
| Tags | Source |
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Release files / putcall-0.2-py3-none-any.whl
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| Tags | Python 3 |
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