Mercurial > public > python-black-scholes
diff README.md @ 4:ccffaf75d240
refactor code
author | Dennis Concepcion Martin <dennisconcepcionmartin@gmail.com> |
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date | Tue, 16 Nov 2021 17:45:28 +0100 |
parents | e5f3f855e6f9 |
children | 5063639df439 |
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--- a/README.md Tue Nov 16 17:45:04 2021 +0100 +++ b/README.md Tue Nov 16 17:45:28 2021 +0100 @@ -1,1 +1,49 @@ -# fucking-black-scholes model \ No newline at end of file +# fucking-black-scholes model + +I'm a finance student trying to stop procrastinating and start studying my derivatives lectures. So, in order to +understand the Black-Scholes model, I built this simple command line tool. Which is far more interesting than memorizing +stupid stuff from the professor's slides. + +## Installation + +### Using PIP + +```bash +pip install fucking-black-scholes +``` + +### Manual + +```bash +git clone https://github.com/denniscm190/fucking-black-scholes.git +cd fucking-black-scholes +python setup.py install +``` + +## Usage + +```bash +fbs --help +``` + +### Examples + +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 +```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 +--------------------------------------------- +``` \ No newline at end of file