sonntagsgesicht/putcall

Collection of classical option pricing formulas.

Python library putcall

Collection of classical option pricing formulas.

Example Usage

>>> from putcall import black_scholes

>>> spot_value = 100
>>> strike_value = 105
>>> vol_value = 0.2
>>> time_value = 2.0
>>> is_call_bool = True
>>> rate = 0.05

>>> black_scholes(spot_value, strike_value, vol_value, time_value, is_call_bool, rate)
13.639602713024757

Install

The latest stable version can always be installed or updated via pip:

$ pip install putcall

If the above fails, please try easy_install instead:

$ easy_install putcall

Development Version

The latest development version can be installed directly from GitHub:

$ pip install --upgrade git+https://github.com/pbrisk/putcall.git

Contributions

Issues and Pull Requests are always welcome.

License

Code and documentation are available according to the Apache Software License (see LICENSE).