#optionslib
Options analytics in Python
Currently includes the Black-Scholes pricing model along with the sensitivities.
Features:
- Compute the option value and greeks
- Compute the payoff for a single and multileg options position
- Compute the greeks for a single and multileg options position
- Plot the payoff of greeks of a single or multileg options position against s, k, r, t, q, or vol