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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
3
4 1. [Usage](#org9bd323d)
5 1. [Example](#orga21d4a0)
6
7
8 <a id="org9bd323d"></a>
9
10 # Usage
11
12 fbs --help
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14
15 <a id="orga21d4a0"></a>
16
17 ## Example
18
19 Price a European call option with the following data:
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21 - Spot price -> $20
22 - Exercise price -> $21
23 - Risk free rate -> 5%
24 - Standard deviation -> 25%
25 - Time to expiration -> 6 months
26
27 fbs \
28 --spot-price=20.00 \
29 --exercise-price=21.00 \
30 --risk-free-rate=0.05 \
31 --std=0.25 \
32 --expiration=0.5
33
34 Output:
35
36 ---------------------------------------------
37 European call option price: 1.197698084193286
38 ---------------------------------------------
39 European put option price: 1.6792062367882679
40 ---------------------------------------------
41