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Vanilla option pricing and visualisation using Black-Scholes model in pure Python

License: MIT License

Python 100.00%
options-flow bsm finance opcoes python

python-option-calculator's Introduction

Vanilla options calculator

Black-Scholes model in pure Python

Without SciPy, NumPy or other external dependencies

Use example_greeks.py to calculate Theo, Delta, Theta, Vega, Gamma for single option

Use example_plot.py to visualize your position with Matplotlib

python-option-calculator's People

Contributors

yzoz avatar

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