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.
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