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This project will encapsulate python routines for pricing derivatives and retrieving market data. It will also include user level tools and examples (such that openoffice Black-Scholes add-ins and spreadsheets) build around the python core modules.
Features
- Black-Scholes Python Module
- Garman-Kohlhagen Python Module
- PDE Solver Python Module
- Black-Scholes OpenOffice Calc plugin
- Tests and Usage Examples
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