/derivatives-lib

Python library for financial derivatives

Primary LanguagePython

Options, Futures, and Other Derivatives

The tools and techniques in this library will be a result of me working through "Options, Futures, and Other Derivatives" by John C. Hull.

I will be working through the textbook chapter by chapter, gradually evolving this library into something useful.

Note

In order for some functionality to work, you need to create an account and get an auth_token from Quandl. Then, create an auth.py inside of lib which looks like the following:

AUTH_TOKEN = 'fjd83JDN8'