Mercurial > public > python-black-scholes
diff README.md @ 15:ca59a9f4076f
Change info files
author | Dennis <dennis@denniscm.com> |
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date | Fri, 11 Aug 2023 18:25:49 +0000 |
parents | 06e63d7cdb22 |
children | 6af01a49ce09 |
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--- a/README.md Wed Aug 09 19:43:23 2023 +0100 +++ b/README.md Fri Aug 11 18:25:49 2023 +0000 @@ -1,47 +1,16 @@ -# python-black-scholes model + +# python-black-scholes + +A command line utility to calculate the theoretical call and put price of an European option using the black-scholes method. +- Docs: <https://denniscm.com/proj/python-black-scholes.html> +- Main repo on SourceHut: <https://git.sr.ht/~denniscmartin/python-black-scholes> + - Mirrors: + - Github: <https://github.com/denniscmartin/python-black-scholes> + - Gitlab: <https://gitlab.com/denniscmartin/python-black-scholes> -## Installation - -### Using pip - -```bash -pip3 install fucking-black-scholes -``` - -## Usage - -```bash -fbs --help -``` - -### Examples +## Note -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 - -#### Command +Previously, the project name was `fucking-black-scholes`, but I changed it to make sure that no employer thinks I'm crazy or something. -```bash -fbs \ ---spot-price=20.00 \ ---exercise-price=21.00 \ ---risk-free-rate=0.05 \ ---std=0.25 \ ---expiration=0.5 -``` - -#### Output - -```bash ---------------------------------------------- -European call option price: 1.197698084193286 ---------------------------------------------- -European put option price: 1.6792062367882679 ---------------------------------------------- -```