quant-greeks-cli 1.0.1

A CLI tool to calculate Black-Scholes Greeks for options pricing.

Quant Greeks CLI Tool

Project Description

The Quant Greeks CLI Tool is a lightweight command-line application for calculating the five main Black-Scholes Greeks (Delta, Gamma, Vega, Theta, Rho) for options pricing. Designed for traders, quants, and finance students, this tool helps you analyze options risk and sensitivity from the terminal.

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Features

• Black-Scholes Greeks Calculator: Computes Delta, Gamma, Vega, Theta, and Rho.
• Simple CLI: Run calculations directly from your terminal with easy arguments.
• 100% Test Coverage: Every calculation is unit tested for accuracy.
• CI/CD: Integrated with GitHub Actions for continuous testing and reliability.

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Usage

After installation, use the quant-greeks command globally from your terminal:

quant-greeks --option_type call --S 100 --K 100 --T 1 --r 0.05 --sigma 0.2

Where:

• --option_type is "call" or "put"
• --S is the current stock price
• --K is the strike price
• --T is time to maturity (in years)
• --r is the annual risk-free rate (decimal)
• --sigma is volatility (decimal)

For help, run:

quant-greeks --help

Installation

1. Clone the repository:

   git clone https://github.com/Patience-Fuglo/quant-greeks-cli.git
   cd quant-greeks-cli
   

2. Set up a Python environment (optional but recommended):

   python3 -m venv .venv
   source .venv/bin/activate
   

3. Install dependencies:

   pip install -r requirements.txt
   

4. Install quant-greeks-cli:

pip install quant-greeks-cli


You can install the Quant Greeks CLI tool directly from [PyPI](https://pypi.org/project/quant-greeks-cli/):


## Usage

Calculate option Greeks from the CLI:

```bash
python cli.py --option_type call --S 100 --K 100 --T 1 --r 0.05 --sigma 0.2

Where:

• --option_type is "call" or "put"
• --S is the current stock price
• --K is the strike price
• --T is time to maturity (in years)
• --r is the annual risk-free rate (decimal)
• --sigma is volatility (standard deviation, decimal)

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Example

python cli.py --option_type put --S 95 --K 100 --T 0.5 --r 0.01 --sigma 0.15

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Testing

Run all tests with:

pytest

(Requires pytest, included in requirements.txt.)

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Contributing

1. Fork the repo and create your feature branch:

   git checkout -b feature/YourFeature
   

2. Commit your changes and push:

   git commit -m "Describe your feature"
   git push origin feature/YourFeature
   

3. Open a Pull Request.

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License

MIT License

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Author

Patience Fuglo