Optiontools

Tools for valuating financial derivatives

Option Tools contains methods for valuating different types of financial derivatives, such as American, European, and Binary Options (Asset-or-Nothing, Cash-or-Nothing).

Installation

To install the package:

pip install optiontools

Example

Valuating a European put option:

>>> from optiontools.options import European
>>> opt = European(So=50, K=52, rf=0.01, sigma=0.15, T=1, option_type='call')
>>> opt.price()
2.349553922014252
>>> opt.delta()
0.4523189078212078

Available Classes

• European (including greeks)
• American
• AssetOrNothing
• CashOrNothing

License

MIT