https://sourceforge.net/p/pythonfinance/wiki/Python%2520Finance%2520Documentation/Recent changes to Python Finance DocumentationenSat, 31 Aug 2013 08:19:54 -0000https://sourceforge.net/p/pythonfinance/wiki/Python%2520Finance%2520Documentation/<div class="markdown_content"><h2 id="introduction">Introduction</h2> <p>A suite of options solving functions.</p> <h2 id="blackscholessolver"><strong>BlackScholesSolver</strong></h2> <p>Analytical Pricer for vanilla stock options<br /> <strong>Member Functions</strong>:<br /> forwardPrice<br /> callPrice<br /> putPrice<br /> callDelta<br /> putDelta<br /> callTheta<br /> putTheta<br /> callRho<br /> putRho<br /> gamma<br /> vega<br /> callImpliedVolatility<br /> putImpliedVolatility</p> <h2 id="garmankohlagensolver"><strong>GarmanKohlagenSolver</strong></h2> <p>Analytical Pricer for vanilla FX Options<br /> <strong>Member Functions</strong><br /> forwardPrice<br /> callPrice<br /> putPrice<br /> callDelta<br /> putDelta<br /> callGamma<br /> putGamma<br /> callVega<br /> putVega<br /> callTheta<br /> putTheta<br /> callDomesticRho<br /> putDomesticRho<br /> callForeignRho<br /> putForeignRho<br /> callImpliedVolatility<br /> putImpliedVolatility</p> <h2 id="pdesolver"><strong>PDESolver</strong></h2> <p>Generic solver for all non-path-dependent payoffs<br /> <strong>Member Functions</strong><br /> price<br /> delta<br /> gamma</p></div>Loucas PapayiannisSat, 31 Aug 2013 08:19:54 -0000https://sourceforge.netefa7f2484e66af7e8fc78e13e604b472009c9dc5