Metadata-Version: 2.1
Name: option-greek-pricing
Version: 1.0.3
Summary: A package written in Python with equations to calculate option Prices and Greeks.
Home-page: https://github.com/mh2rashi/OptionGreeksPricing
Author: Hamza Rashid
Author-email: hamza022697@gmail.com
License: UNKNOWN
Keywords: finance,options,greeks
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: License :: OSI Approved :: MIT License
Classifier: Natural Language :: English
Classifier: Operating System :: OS Independent
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.8
Classifier: Topic :: Database
Classifier: Topic :: Education
Classifier: Topic :: Office/Business
Requires-Python: >=3.8
Description-Content-Type: text/markdown
Requires-Dist: numpy
Requires-Dist: scipy

# OptionGreekPricing

## Table of Contents

- [Overview](#overview)
- [Setup](#setup)
- [Usage](#usage)


## Overview

Current Version: **1.0.3**

A package written in Python with equations to calculate option Prices and Greeks  using the following methods: 

1. Put-Call Parity. The `PutCall` object contains the following equations:
   - Option price for a non-dividend stock.
   - Option price for a discrete-dividend stock.
   - Option price for a continuous-dividend stock.
   - Option price for a currency option

2. Binomial Trees. The `BinomialTress` object contains the following equations:
   - Option price for a one period non-dividend stock.
   - Option price for a multi-period non-dividend stock european option.
   - Option price for a multi-period non-dividend stock american option.
   - Option price for a multi-period currency exchange rate european option.
   - Option price for a multi-period currency exchange rate american option.
   - Option price for a multi-period futures contract american option.

3. Black-Scholes. The `BlackScholes` object contains the following equations:
   - Option price for a common stock.
   - Option price for a common stock with discrete dividends.
   - Option price for a currency exchange rate.
   - Option price for a futures contract.

4. Greeks. The `Greeks` object contains the following equations for both call and put options:
   - Delta.
   - Gamma.
   - Vega.
   - Theta.
   - Rho.
   - Psi.

5. Monte Carlo. The `MonteCarlo` object contains the following equation:
   - Option price for a risk-neutral european option.

## Setup

**Setup - PyPi Install:**

The project can be found at PyPI, if you'd like to view the project please use this
[link](https://pypi.org/project/python-trading-robot/). To **install** the library,
run the following command from the terminal.

```bash
pip install option-greek-pricing
```


## Usage

For more detailed examples and explanations, please look at the following file: [Option Pricing & Greeks.ipynb](https://github.com/mh2rashi/OptionGreeksPricing/blob/main/Option%20Pricing%20%26%20Greeks.ipynb)


