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now you don't know committer: GitHub <noreply@github.com>
author Dennis C. M. <dennis@denniscm.com>
date Wed, 09 Aug 2023 19:43:23 +0100
parents c3fa0dd36eda
children ca59a9f4076f
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c3fa0dd36eda let's change the name because is fucking offensive
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1 # python-black-scholes model
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5 ## Installation
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7 ### Using pip
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9 ```bash
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10 pip3 install fucking-black-scholes
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11 ```
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13 ## Usage
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15 ```bash
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16 fbs --help
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17 ```
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19 ### Examples
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21 Price a European call option with the following data:
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22 - Spot price = $20
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23 - Exercise price = $21
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24 - Risk free rate = 5%
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25 - Standard deviation = 25%
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26 - Time to expiration = 6 months
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28 #### Command
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30 ```bash
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31 fbs \
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32 --spot-price=20.00 \
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33 --exercise-price=21.00 \
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34 --risk-free-rate=0.05 \
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35 --std=0.25 \
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36 --expiration=0.5
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37 ```
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39 #### Output
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41 ```bash
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42 ---------------------------------------------
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43 European call option price: 1.197698084193286
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44 ---------------------------------------------
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45 European put option price: 1.6792062367882679
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46 ---------------------------------------------
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47 ```