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author | Dennis C. M. <dennis@denniscm.com> |
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date | Tue, 03 Jun 2025 14:50:23 +0100 |
parents | ca59a9f4076f |
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# Table of Contents 1. [Usage](#org9bd323d) 1. [Example](#orga21d4a0) <a id="org9bd323d"></a> # Usage fbs --help <a id="orga21d4a0"></a> ## Example Price a European call option with the following data: - Spot price -> $20 - Exercise price -> $21 - Risk free rate -> 5% - Standard deviation -> 25% - Time to expiration -> 6 months fbs \ --spot-price=20.00 \ --exercise-price=21.00 \ --risk-free-rate=0.05 \ --std=0.25 \ --expiration=0.5 Output: --------------------------------------------- European call option price: 1.197698084193286 --------------------------------------------- European put option price: 1.6792062367882679 ---------------------------------------------