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author Dennis C. M. <dennis@denniscm.com>
date Wed, 20 Nov 2024 09:01:55 +0000
parents 6af01a49ce09
children 71d1dcfcebee
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2 # python-black-scholes 2 # python-black-scholes
3 3
4 A command line utility to calculate the theoretical call and put price of an European option using the black-scholes method. 4 A command line utility to calculate the theoretical call and put price of an European option using the black-scholes model.
5 5
6 ## Note 6 ## Usage
7 7
8 Previously, the project name was `fucking-black-scholes`, but I changed it to make sure that no employer thinks I'm crazy or something. 8 ```bash
9 fbs --help
10 ```
9 11
12 ## Example
13 Price an European call option with the following data:
14
15 Spot price -> $20
16 Exercise price -> $21
17 Risk free rate -> 5%
18 Standard deviation -> 25%
19 Time to expiration -> 6 months
20
21 ```bash
22 fbs \
23 --spot-price=20.00 \
24 --exercise-price=21.00 \
25 --risk-free-rate=0.05 \
26 --std=0.25 \
27 --expiration=0.5
28
29 ---------------------------------------------
30 European call option price: 1.197698084193286
31 ---------------------------------------------
32 European put option price: 1.6792062367882679
33 ---------------------------------------------
34 ```
35