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author Dennis <dennis@denniscm.com>
date Fri, 11 Aug 2023 18:25:49 +0000
parents 06e63d7cdb22
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1 # python-black-scholes model 1
2 # python-black-scholes
3
4 A command line utility to calculate the theoretical call and put price of an European option using the black-scholes method.
5
6 - Docs: <https://denniscm.com/proj/python-black-scholes.html>
7 - Main repo on SourceHut: <https://git.sr.ht/~denniscmartin/python-black-scholes>
8 - Mirrors:
9 - Github: <https://github.com/denniscmartin/python-black-scholes>
10 - Gitlab: <https://gitlab.com/denniscmartin/python-black-scholes>
2 11
3 12
13 ## Note
4 14
5 ## Installation 15 Previously, the project name was `fucking-black-scholes`, but I changed it to make sure that no employer thinks I'm crazy or something.
6 16
7 ### Using pip
8
9 ```bash
10 pip3 install fucking-black-scholes
11 ```
12
13 ## Usage
14
15 ```bash
16 fbs --help
17 ```
18
19 ### Examples
20
21 Price a European call option with the following data:
22 - Spot price = $20
23 - Exercise price = $21
24 - Risk free rate = 5%
25 - Standard deviation = 25%
26 - Time to expiration = 6 months
27
28 #### Command
29
30 ```bash
31 fbs \
32 --spot-price=20.00 \
33 --exercise-price=21.00 \
34 --risk-free-rate=0.05 \
35 --std=0.25 \
36 --expiration=0.5
37 ```
38
39 #### Output
40
41 ```bash
42 ---------------------------------------------
43 European call option price: 1.197698084193286
44 ---------------------------------------------
45 European put option price: 1.6792062367882679
46 ---------------------------------------------
47 ```