Mibian Lib is an open source options pricing library in python

Features

  • Garman-Kohlhagen
  • Black-Scholes
  • Price, Delta, Dual Delta, Theta, Vega, Gamma, Rho
  • Implied Volatility
  • Put-Call Parity

Project Activity

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Categories

Investment Management, Topic

License

GNU General Public License version 2.0 (GPLv2)

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Additional Project Details

Languages

English

Intended Audience

Financial and Insurance Industry, Advanced End Users, Developers

User Interface

Console/Terminal, Command-line

Programming Language

Python

Related Categories

Python Investment Management Software, Python Topic Software

Registered

2011-07-05
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