Mercurial > public > python-black-scholes
view README.md @ 14:06e63d7cdb22
now you don't know
committer: GitHub <noreply@github.com>
author | Dennis C. M. <dennis@denniscm.com> |
---|---|
date | Wed, 09 Aug 2023 19:43:23 +0100 |
parents | c3fa0dd36eda |
children | ca59a9f4076f |
line wrap: on
line source
# python-black-scholes model ## Installation ### Using pip ```bash pip3 install fucking-black-scholes ``` ## 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 --------------------------------------------- European put option price: 1.6792062367882679 --------------------------------------------- ```