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
License
GNU General Public License version 2.0 (GPLv2)Follow MibianLib
You Might Also Like
FortiGate NGFW identifies and stops advanced threats with powerful application control, malware protection, web filtering, antivirus, and IPS technology. As the attack surface expands, FortiGate provides integrated and automated protection against emerging and sophisticated threats while securing hybrid or multi-cloud environments. Deploy today in Azure Marketplace.
Rate This Project
Login To Rate This Project
User Reviews
Be the first to post a review of MibianLib!