MibianLib

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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License

GNU General Public License version 2.0 (GPLv2)

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Additional Project Details

Languages

English

Intended Audience

Advanced End Users, Developers, Financial and Insurance Industry

User Interface

Command-line, Console/Terminal

Programming Language

Python

Related Categories

Python Investment Management Software, Python Topic Software

Registered

2011-07-05

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