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annotate DOCS.md @ 15:ca59a9f4076f

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author Dennis <dennis@denniscm.com>
date Fri, 11 Aug 2023 18:25:49 +0000
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2 # Table of Contents
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4 1. [Usage](#org9bd323d)
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5 1. [Example](#orga21d4a0)
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8 <a id="org9bd323d"></a>
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10 # Usage
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12 fbs --help
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15 <a id="orga21d4a0"></a>
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17 ## Example
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19 Price a European call option with the following data:
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21 - Spot price -> $20
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22 - Exercise price -> $21
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23 - Risk free rate -> 5%
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24 - Standard deviation -> 25%
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25 - Time to expiration -> 6 months
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27 fbs \
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28 --spot-price=20.00 \
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29 --exercise-price=21.00 \
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30 --risk-free-rate=0.05 \
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31 --std=0.25 \
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32 --expiration=0.5
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34 Output:
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36 ---------------------------------------------
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37 European call option price: 1.197698084193286
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38 ---------------------------------------------
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39 European put option price: 1.6792062367882679
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40 ---------------------------------------------
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