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
Other Useful Business Software
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