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Option Calculator and Simulator

Project description

Option Calculator and Simulator

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An option calculator born from the need to calculate the prices of various options in the QCF program at Georgia Tech. This package provides:

  • Black Scholes pricing of traditional, barrier and exotic options

  • Greeks of European style options

  • Simulations of underlying asset using stochastic processes

  • Pricing of options utilizing the simulated motion of the underlying

This was made initially to help avoid rewriting a Black Scholes calculators each time it was necessary. I’m hoping it can also provide an outlet for those looking for a general code/framework to help in the creation and experimentation of their own option simulations. Each function and class has a complete explanation on what it does, should the user be interested. For example, if you want to know how to work the European option function, simply type :

>>> from qcfoptions import bsoptions
>>> help(bsoptions.EuroOptions)

into the command console, and it should return a relatively complete description of the function.

You can install this package from PyPI by using the command :

pip install qcfoptions

Platform: UNKNOWN Classifier: Development Status :: 3 - Alpha Classifier: Intended Audience :: Financial and Insurance Industry Classifier: License :: OSI Approved :: MIT License Classifier: Natural Language :: English Classifier: Programming Language :: Python :: 3 Requires-Python: ~=3.0 Description-Content-Type: text/markdown

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