Metadata-Version: 2.1
Name: mc-option-simulator-yale
Version: 0.0.7
Summary: CLI for Geometric Brownian Motion and Black Scholes Math for Monte Carlo Simulation
Home-page: https://github.com/yalehacks/MonteMath
Author: Chase Coogan
Author-email: chasecoogan12@gmail.com
License: MIT
Project-URL: Bug Reports, https://github.com/yalehacks/MonteMath
Project-URL: Source, https://github.com/yalehacks/MonteMath
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Topic :: Scientific/Engineering
Requires-Python: >=3.8
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: numpy
Requires-Dist: scipy

# Monte Carlo

[Monte Carlo Simulator ](https://github.com/yalehacks)

# setup

pip install using:

```
pip install mc-option-simulator-yale
```

import the module using:

```
from montecarlo.MonteCarloSimulation import MonteCarloSimulation
```

classes: $\\$

```python
class MonteCarloSimulation:
```

Methods belong to MonteCarloSimulation

```python
def __init__(self, stock_value, strike, volatility):
        self.stock_value = stock_value
        self.risk_free_interest = RISK_FREE_INTEREST
        self.strike = strike
        self.sigma = volatility
        self.delta_time = DELTA_TIME
        self.T = TIME
```

```python
def Geometric_Brownian_Motion(self, option_type="call")
```

```python
def Black_Scholes(self, option_type="call".lower())
```

Full class and method details omitted, refer to the code to see full implementation.
