putcall 0.2
Collection of classical option pricing formulas.
License: Apache License 2.0



Python library *putcall*
------------------------

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Collection of classical option pricing formulas.


Example Usage
-------------

.. code-block::

    >>> from putcall import black_scholes

    >>> spot_value = 100
    >>> strike_value = 105
    >>> vol_value = 0.2
    >>> time_value = 2.0
    >>> is_call_bool = True
    >>> rate = 0.05

    >>> black_scholes(spot_value, strike_value, vol_value, time_value, is_call_bool, rate)
    13.639602713024757


Install
-------

The latest stable version can always be installed or updated via pip:

.. code-block:: bash

    $ pip install putcall

If the above fails, please try easy_install instead:

.. code-block:: bash

    $ easy_install putcall


Development Version
-------------------

The latest development version can be installed directly from GitHub:

.. code-block:: bash

    $ pip install --upgrade git+https://github.com/pbrisk/putcall.git


Contributions
-------------

.. _issues: https://github.com/pbrisk/putcall/issues
.. __: https://github.com/pbrisk/putcall/pulls

Issues_ and `Pull Requests`__ are always welcome.


License
-------

.. __: https://github.com/pbrisk/putcall/raw/master/LICENSE

Code and documentation are available according to the Apache Software License (see LICENSE__).