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diff DOCS.md @ 15:ca59a9f4076f
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author | Dennis <dennis@denniscm.com> |
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date | Fri, 11 Aug 2023 18:25:49 +0000 |
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--- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/DOCS.md Fri Aug 11 18:25:49 2023 +0000 @@ -0,0 +1,41 @@ + +# Table of Contents + +1. [Usage](#org9bd323d) + 1. [Example](#orga21d4a0) + + +<a id="org9bd323d"></a> + +# Usage + + fbs --help + + +<a id="orga21d4a0"></a> + +## Example + +Price a European call option with the following data: + +- Spot price -> $20 +- Exercise price -> $21 +- Risk free rate -> 5% +- Standard deviation -> 25% +- Time to expiration -> 6 months + + fbs \ + --spot-price=20.00 \ + --exercise-price=21.00 \ + --risk-free-rate=0.05 \ + --std=0.25 \ + --expiration=0.5 + +Output: + + --------------------------------------------- + European call option price: 1.197698084193286 + --------------------------------------------- + European put option price: 1.6792062367882679 + --------------------------------------------- +