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refactor code
author Dennis Concepcion Martin <dennisconcepcionmartin@gmail.com>
date Tue, 16 Nov 2021 17:45:28 +0100
parents e5f3f855e6f9
children 5063639df439
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1 # fucking-black-scholes model
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3 I'm a finance student trying to stop procrastinating and start studying my derivatives lectures. So, in order to
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4 understand the Black-Scholes model, I built this simple command line tool. Which is far more interesting than memorizing
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5 stupid stuff from the professor's slides.
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6
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7 ## Installation
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8
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9 ### Using PIP
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10
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11 ```bash
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12 pip install fucking-black-scholes
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13 ```
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14
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15 ### Manual
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16
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17 ```bash
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18 git clone https://github.com/denniscm190/fucking-black-scholes.git
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19 cd fucking-black-scholes
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20 python setup.py install
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21 ```
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22
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23 ## Usage
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24
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25 ```bash
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26 fbs --help
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27 ```
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28
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29 ### Examples
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30
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31 Price a European call option with the following data:
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32 - Spot price = $20
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33 - Exercise price = $21
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34 - Risk free rate = 5%
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35 - Standard deviation = 25%
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36 - Time to expiration = 6 months
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37
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38 #### Command
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39 ```bash
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40 fbs --spot-price=20.00 --exercise-price=21.00 --risk-free-rate=0.05 --std=0.25 --expiration=0.5
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41 ```
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42
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43 #### Output
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44
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45 ```bash
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46 ---------------------------------------------
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47 European call option price: 1.197698084193286
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48 ---------------------------------------------
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49 ```