Functions for Black-Scholes Model related calculations.
Project description
Simple Black-Scholes (simple-blackScholes)
Simple Black-Scholes library is a short python package with methods for calculating the values of option contracts using the Black-Scholes-Merton model.
What it can do
Currently it can calculate the following
- For European-Style options:
- Call option price,
- Put option price.
To Be Implemented
There are still a lot of features missing in the library. Currently these are the future aims of the project:
- Pricing functions for American-Style options.
- Option contract greek values.
Licence
Licensing information can be found in the LICENSE file.
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distribution
Built Distribution
Filter files by name, interpreter, ABI, and platform.
If you're not sure about the file name format, learn more about wheel file names.
Copy a direct link to the current filters
File details
Details for the file simpleblackscholes-1.0.2.tar.gz.
File metadata
- Download URL: simpleblackscholes-1.0.2.tar.gz
- Upload date:
- Size: 2.0 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/5.1.1 CPython/3.11.2
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
79a66f223834e78ed3bba2fce6076ec6d76f38238b50208f10c9637025b4b18d
|
|
| MD5 |
29adf8f98912c83886da1786b36210b8
|
|
| BLAKE2b-256 |
67827563a01f59236eb45ada456090b087c8273d4b2fcc7b3b27fd33f10e9f76
|
File details
Details for the file simpleBlackScholes-1.0.2-py3-none-any.whl.
File metadata
- Download URL: simpleBlackScholes-1.0.2-py3-none-any.whl
- Upload date:
- Size: 2.6 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/5.1.1 CPython/3.11.2
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
fd46f769a25a2113eb9408875bfeafbfabe78fd14bafa783d9d9dc63f7a70da6
|
|
| MD5 |
980d89c02f77c4509b9d28bdec6690a9
|
|
| BLAKE2b-256 |
4f3d3abe52f20d5f35f8cd402e9d83ca3495111ce7a2b2384d11e4c5ba0086d8
|
