This project will encapsulate python routines for pricing derivatives and retrieving market data. It will also include user level tools and examples (such that openoffice Black-Scholes add-ins and spreadsheets) build around the python core modules.

Features

  • Black-Scholes Python Module
  • Garman-Kohlhagen Python Module
  • PDE Solver Python Module
  • Black-Scholes OpenOffice Calc plugin
  • Tests and Usage Examples

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Registered

2010-05-10
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