Metadata-Version: 2.1
Name: qcfoptions
Version: 0.2.0
Summary: Option Calculator and Simulator
Home-page: https://github.com/austingriffith94/qcfoptions
Author: Austin Griffith
Author-email: austgriffia@gmail.com
License: MIT
Description: # qcfoptions

        Option Calculator and Simulator

        

        Git Repository : [https://github.com/austingriffith94/qcfoptions](https://github.com/austingriffith94/qcfoptions)

        

        An option calculator born from the need to calculate the prices of various options in the QCF program at Georgia Tech. This package provides:

        

        * Black Scholes pricing of traditional, barrier and exotic options

        * Greeks of European style options

        * Simulations of underlying asset using stochastic processes

        * Pricing of options utilizing the simulated motion of the underlying

        

        This was made initially to help avoid rewriting a Black Scholes calculators each time it was necessary. I'm hoping it can also provide an outlet for those looking for a general code/framework to help in the creation and experimentation of their own option simulations. Each function and class has a complete explanation on what it does, should the user be interested. For example, if you want to know how to work the European option function, simply type :

        

            >>> from qcfoptions import bsoptions

            >>> help(bsoptions.EuroOptions)

        

        into the command console, and it should return a relatively complete description of the function.

        

        You can install this package from PyPI by using the command :

        

            pip install qcfoptions

        
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: License :: OSI Approved :: MIT License
Classifier: Natural Language :: English
Classifier: Programming Language :: Python :: 3
Requires-Python: ~=3.0
Description-Content-Type: text/markdown
