Recent changes to Python Finance

Python Finance modified by Loucas Papayiannis

Loucas Papayiannis — Sat, 24 Aug 2013 06:46:23 -0000

--- v6
+++ v7
@@ -19,7 +19,32 @@
 * putImpliedVol

 #####GarmanKohlagen.py#####
+Implementation of the Analytical Solution to the BlackScholes (equities) equation it includes:
+
+* callPrice
+* putPrice
+* forwardPrice
+* callDelta
+* putDelta
+* callGamma
+* putGamma
+* callTheta
+* putTheta
+* callDomesticRho
+* putDomesticRho
+* callForeignRho
+* putForeignRho
+* callVega
+* putVega
+* callImpliedVol
+* putImpliedVol
+
 #####PDESolver.py#####
+Implementation of a Backward Euler algorithm for solving arbitrary payoffs (passed to the class as an array of equispaced log payoff and an array of equispaced log spot). At this point the Greeks available are rather limited:
+
+* price
+* delta
+* gamma

 ####OpenOffice####
 #####Disclamer#####

Python Finance modified by Loucas Papayiannis

Loucas Papayiannis — Sat, 24 Aug 2013 06:34:59 -0000

--- v5
+++ v6
@@ -2,29 +2,30 @@
 #####BlackScholes.py#####
 Implementation of the Analytical Solution to the BlackScholes (equities) equation it includes:

-*callPrice
-*putPrice
-*forwardPrice
-*callDelta
-*putDelta
-*callGamma
-*putGamma
-*callTheta
-*putTheta
-*callRho
-*putRho
-*callVega
-*putVega
-*callImpliedVol
-*putImpliedVol
-***GarmanKohlagen.py***
-***PDESolver.py***
+* callPrice
+* putPrice
+* forwardPrice
+* callDelta
+* putDelta
+* callGamma
+* putGamma
+* callTheta
+* putTheta
+* callRho
+* putRho
+* callVega
+* putVega
+* callImpliedVol
+* putImpliedVol
+
+#####GarmanKohlagen.py#####
+#####PDESolver.py#####

 ####OpenOffice####
 #####Disclamer#####
 The OpenOffice extension and the build process for it are no longer working with the introduction of LibreOffice. I am working on restoring them.
-***BlackScholesOO.oxt***
+#####BlackScholesOO.oxt#####
 Using the OpenOffice Extension Manager - load the oxt file. Looking through the functions list you should be able to find a lot of new BlackScholes functions (like BlackScholesCallPrices, BlackScholesPutPrice).
-***How to make***
+#####How to make#####
 A Makefile is provided, just call $make
-***Example Spreadsheet***
+#####Example Spreadsheet#####

Python Finance modified by Loucas Papayiannis

Loucas Papayiannis — Sat, 24 Aug 2013 06:33:33 -0000

--- v4
+++ v5
@@ -1,6 +1,7 @@
-###Python Code###
-####BlackScholes.py####
+####Python Code####
+#####BlackScholes.py#####
 Implementation of the Analytical Solution to the BlackScholes (equities) equation it includes:
+
 *callPrice
 *putPrice
 *forwardPrice
@@ -19,9 +20,8 @@
 ***GarmanKohlagen.py***
 ***PDESolver.py***

-OpenOffice
-----------
-***Disclamer***
+####OpenOffice####
+#####Disclamer#####
 The OpenOffice extension and the build process for it are no longer working with the introduction of LibreOffice. I am working on restoring them.
 ***BlackScholesOO.oxt***
 Using the OpenOffice Extension Manager - load the oxt file. Looking through the functions list you should be able to find a lot of new BlackScholes functions (like BlackScholesCallPrices, BlackScholesPutPrice).

Python Finance modified by Loucas Papayiannis

Loucas Papayiannis — Sat, 24 Aug 2013 06:31:21 -0000

--- v3
+++ v4
@@ -1,6 +1,5 @@
-Python Code
------------
-***BlackScholes.py***
+###Python Code###
+####BlackScholes.py####
 Implementation of the Analytical Solution to the BlackScholes (equities) equation it includes:
 *callPrice
 *putPrice

Python Finance modified by Loucas Papayiannis

Loucas Papayiannis — Sat, 24 Aug 2013 06:29:49 -0000

--- v2
+++ v3
@@ -19,6 +19,7 @@
 *putImpliedVol
 ***GarmanKohlagen.py***
 ***PDESolver.py***
+
 OpenOffice
 ----------
 ***Disclamer***

Python Finance modified by Loucas Papayiannis

Loucas Papayiannis — Sat, 24 Aug 2013 06:29:15 -0000

--- v1
+++ v2
@@ -1,5 +1,6 @@
-=Python Code=
-==BlackScholes.py==
+Python Code
+-----------
+***BlackScholes.py***
 Implementation of the Analytical Solution to the BlackScholes (equities) equation it includes:
 *callPrice
 *putPrice
@@ -16,14 +17,14 @@
 *putVega
 *callImpliedVol
 *putImpliedVol
-
-==GarmanKohlagen.py==
-==PDESolver.py==
-=OpenOffice=
-==Disclamer==
+***GarmanKohlagen.py***
+***PDESolver.py***
+OpenOffice
+----------
+***Disclamer***
 The OpenOffice extension and the build process for it are no longer working with the introduction of LibreOffice. I am working on restoring them.
-==BlackScholesOO.oxt==
+***BlackScholesOO.oxt***
 Using the OpenOffice Extension Manager - load the oxt file. Looking through the functions list you should be able to find a lot of new BlackScholes functions (like BlackScholesCallPrices, BlackScholesPutPrice).
-==How to make==
+***How to make***
 A Makefile is provided, just call $make
-=Example Spreadsheet=
+***Example Spreadsheet***

Python Finance modified by Loucas Papayiannis

Loucas Papayiannis — Sat, 24 Aug 2013 06:19:21 -0000

=Python Code=
==BlackScholes.py==
Implementation of the Analytical Solution to the BlackScholes (equities) equation it includes:
callPrice
putPrice
forwardPrice
callDelta
putDelta
callGamma
putGamma
callTheta
putTheta
callRho
putRho
callVega
putVega
callImpliedVol
*putImpliedVol

==GarmanKohlagen.py==
==PDESolver.py==
=OpenOffice=
==Disclamer==
The OpenOffice extension and the build process for it are no longer working with the introduction of LibreOffice. I am working on restoring them.
==BlackScholesOO.oxt==
Using the OpenOffice Extension Manager - load the oxt file. Looking through the functions list you should be able to find a lot of new BlackScholes functions (like BlackScholesCallPrices, BlackScholesPutPrice).
==How to make==
A Makefile is provided, just call $make
=Example Spreadsheet=