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MibianLib 0.1.1

Company: Yassine Maaroufi
Date Added: October 24, 2013  |  Visits: 235

MibianLib

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Mibian Lib is an open source options pricing library in python<br />Features<br /><br /> Garman-Kohlhagen<br /> Black-Scholes<br /> Price, Delta, Dual Delta, Theta, Vega, Gamma, Rho<br /> Implied Volatility<br /> Put-Call Parity<br />

Requirements: No special requirements
Platforms: Mac, Mac OSX
Keyword: Delta Gamma Implied Parity Price Pricing Theta Volatility
Users rating: 0/10

License: Shareware Size: 3.78 KB
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