semvec/pypi-packages huggingface dataset:
Quantsbin 1.0.3
Quantitative Finance Tools
License: MIT

|PyPi version| |PyPi Status| |Github Stars| |Twitter follows|

Quantsbin
=========

Open source library for finance.

Quantsbin 1.0.3, which started as a weekend project is currently in its
initial phase and incorporates tools for pricing and plotting of vanilla
option prices, greeks and various other analysis around them. We are
working on optimising calculations and expanding the scope of library in
multiple directions for future releases.

Quantsbin 1.0.3 includes
------------------------

1. Option payoff, premium and greeks calculation for vanilla options on
   Equity, FX, Commodity and Futures.
2. Capability to calculate greeks numerically for all models and also
   analytically for Black Scholes Model.
3. Price vanilla options with European expiry using BSM, Binomial tree
   and MonteCarlo with option to incorporate continuous compounded
   dividend yield for Equity options, cost and convenience yield for
   Commodity options and local and foreign risk-free rate in case of FX
   options. It also allows option to give discrete dividends in cased of
   Equity options.
4. Price vanilla options with American expiry using Binomial tree and
   MonteCarlo(Longstaff Schwartz) method. There is option to provide
   discrete dividends for Equity options for both the models.
5. Implied volatility calculation under BSM framework model.
6. Option to create user defined or standard strategies using multiple
   single underlying options and directly generate and plot valuation
   and greeks for these strategies.

License
-------

`MIT
LICENCE <https://github.com/quantsbin/Quantsbin/blob/master/LICENSE/>`__

Dependencies and Installation details
-------------------------------------

::

     scipy==1.6.3
     pandas==1.2.4
     matplotlib==3.4.2
     numpy==1.18.0     

Install using setup.py:

::

   >>> python setup.py install

Install using pip:

::

   >>> pip install quantsbin

Detailed documentation
----------------------

Refer to our
`Documentation <http://www.quantsbin.com/introduction-to-option-pricing-using-python-library-quantsbin/>`__
page

Our Website
-----------

For collaboration and suggestion reach us at
`Quantsbin <http://www.quantsbin.com/>`__

Tutorial
--------

Refer to our
`Tutorial <http://www.quantsbin.com/introduction-to-option-pricing-using-python-library-quantsbin/>`__
page

Note
----

For Quantsbin 1.0.3 documentation are still WIP.

.. |PyPi version| image:: https://img.shields.io/pypi/v/quantsbin.svg?maxAge=60
   :target: https://pypi.python.org/pypi/pandas-montecarlo
.. |PyPi Status| image:: https://img.shields.io/pypi/status/quantsbin.svg?maxAge=60
   :target: https://pypi.python.org/pypi/quantsbin
.. |Github Stars| image:: https://img.shields.io/github/stars/quantsbin/Quantsbin.svg?style=social&label=Star&maxAge=60
   :target: https://github.com/quantsbin/Quantsbin
.. |Twitter follows| image:: https://img.shields.io/twitter/follow/quantsbin.svg?style=social&label=Follow%20Me&maxAge=60
   :target: https://twitter.com/quantsbin