Collection of classical option pricing formulas.
Project description
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)
13.639602713024757
Install
The latest stable version can always be installed or updated via pip:
$ pip install putcall
If the above fails, please try easy_install instead:
$ easy_install putcall
Development Version
The latest development version can be installed directly from GitHub:
$ pip install --upgrade git+https://github.com/pbrisk/putcall.git
Contributions
Issues and Pull Requests are always welcome.
License
Code and documentation are available according to the Apache Software License (see LICENSE).
Project details
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