Metadata-Version: 2.4
Name: option-prices
Version: 0.1.1
Summary: Option pricing using the Black Scholes Model
Author-email: Shreenivas Dani <shreenivasdani@gmail.com>
License: MIT
Requires-Python: >=3.8
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: numpy
Requires-Dist: scipy
Dynamic: license-file

# Option-prices

This package is to be used for option price calculation using the Black Scholes Model and binomial model

## Description

This package provides a simple and easy-to-use implementation of the Black Scholes Model and binomial model for calculating European call and put option prices. It is designed for students, traders, and developers who want a lightweight and reliable tool for option pricing without the complexity of larger libraries.

## Getting Started

### Dependencies

Numpy,Scipy

### Installing

pip install option-prices

### Executing program

import option_pricings
from option_pricings import bsm
from option_pricings import binomial

## example when time scale is in year
price=bsm(S=50,K=50,T=1,r=6,sigma=25,option_type = "call",time_scale="Year")
print(price)

price = binomial(S=30,K=40,r=6,T=2,time_step = 1,u=1.2,d=0.8)
print(price)

# using sigma parameter instead of u and d
price = binomial(S=30,K=40,r=6,T=2,time_step = 1,sigma = 25)
print(price)

# put option
price = binomial(S=30,K=40,r=6,T=2,time_step = 1,u=1.2,d=0.8,option_type="put")
print(price)

# changing time scale to month
price = binomial(S=30,K=40,r=6,T=24,time_step = 12,u=1.2,d=0.8,time_scale = "month")
print(price)

## example when time scale is in month
price = bsm(S=50,K=50,T=6,r=6,sigma=25,option_type = "call",time_scale="Month")
print(price)

Note:
When time_scale="Year", enter T in years.
When time_scale="Month", enter T in months.
same thing applies for binomial
## Authors

Shreenivas Dani

shreenivasdani@gmail.com
## Version History

* 0.1
    * Initial Release

## License

This project is licensed under the MIT License - see the LICENSE.md file for details
