Mercurial > public > python-black-scholes
view src/fbs/main.py @ 8:f213aa4891fc 0.0.2
add setup.cfg
author | Dennis Concepcion Martin <dennisconcepcionmartin@gmail.com> |
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date | Sat, 20 Nov 2021 18:04:06 +0100 |
parents | fbs/main.py@ccffaf75d240 |
children | 6f9a6fc6d4d9 |
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import click from fbs.helpers import Option @click.command() @click.option('--spot-price', type=float, required=True, help='Spot price of the underlying asset.') @click.option('--exercise-price', type=float, required=True, help='Exercise price of the option.') @click.option('--risk-free-rate', type=float, required=True, help='Risk free rate.') @click.option('--std', type=float, required=True, help='Standard deviation.') @click.option('--expiration', type=float, required=True, help='Time to expiration.') def cli(spot_price, exercise_price, risk_free_rate, std, expiration): option = Option(spot_price, exercise_price, risk_free_rate, std, expiration) # Format output output = 'European call option price: {}'.format(option.compute_eu_call_price()) output_length = len(output) line = ''.join('-' for _ in range(output_length)) # Output click.echo(line) click.echo(output) click.echo(line) if __name__ == '__main__': cli()