Option Calculator and Simulator
Project description
qcfoptions
Option Calculator and Simulator
Git Repository : https://github.com/austingriffith94/qcfoptions
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
I hope this helps those looking to avoid rewriting a general Black Scholes calculator each time they need to, those looking for a general code/framework to create their own option calculator, or those hoping to play around with a simple option pricing simulation. Each function and class has a complete walkthrough 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.Euro)
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
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