Mercurial > public > python-black-scholes
changeset 17:1216ff3a2edd
Add images to readme
| author | Dennis C. M. <dennis@denniscm.com> |
|---|---|
| date | Wed, 20 Nov 2024 09:01:55 +0000 |
| parents | 6af01a49ce09 |
| children | 69369e1e590e |
| files | README.md |
| diffstat | 1 files changed, 29 insertions(+), 3 deletions(-) [+] |
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--- a/README.md Tue Dec 12 08:58:50 2023 +0000 +++ b/README.md Wed Nov 20 09:01:55 2024 +0000 @@ -1,9 +1,35 @@ # python-black-scholes -A command line utility to calculate the theoretical call and put price of an European option using the black-scholes method. +A command line utility to calculate the theoretical call and put price of an European option using the black-scholes model. + +## Usage + +```bash +fbs --help +``` + +## Example +Price an European call option with the following data: -## Note +Spot price -> $20 +Exercise price -> $21 +Risk free rate -> 5% +Standard deviation -> 25% +Time to expiration -> 6 months -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 +--------------------------------------------- +European call option price: 1.197698084193286 +--------------------------------------------- +European put option price: 1.6792062367882679 +--------------------------------------------- +``` +