# HG changeset patch # User Dennis # Date 1691778349 0 # Node ID ca59a9f4076fbe2bd33f6eb6d07d5022138beb9c # Parent 06e63d7cdb22f61c73d1927cd927b1d91efb6fb3 Change info files diff -r 06e63d7cdb22 -r ca59a9f4076f DOCS.md --- /dev/null Thu Jan 01 00:00:00 1970 +0000 +++ b/DOCS.md Fri Aug 11 18:25:49 2023 +0000 @@ -0,0 +1,41 @@ + +# Table of Contents + +1. [Usage](#org9bd323d) + 1. [Example](#orga21d4a0) + + + + +# Usage + + fbs --help + + + + +## 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 + --------------------------------------------- + diff -r 06e63d7cdb22 -r ca59a9f4076f LICENSE.md --- a/LICENSE.md Wed Aug 09 19:43:23 2023 +0100 +++ b/LICENSE.md Fri Aug 11 18:25:49 2023 +0000 @@ -1,9 +1,10 @@ MIT License -Copyright (c) 2021 Dennis Concepción Martín +Copyright (c) 2023 Dennis Concepción Martín Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions: The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software. -THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. \ No newline at end of file +THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. + diff -r 06e63d7cdb22 -r ca59a9f4076f README.md --- a/README.md Wed Aug 09 19:43:23 2023 +0100 +++ b/README.md Fri Aug 11 18:25:49 2023 +0000 @@ -1,47 +1,16 @@ -# python-black-scholes model + +# python-black-scholes + +A command line utility to calculate the theoretical call and put price of an European option using the black-scholes method. +- Docs: +- Main repo on SourceHut: + - Mirrors: + - Github: + - Gitlab: -## Installation - -### Using pip - -```bash -pip3 install fucking-black-scholes -``` - -## Usage - -```bash -fbs --help -``` - -### Examples +## Note -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 - -#### Command +Previously, the project name was `fucking-black-scholes`, but I changed it to make sure that no employer thinks I'm crazy or something. -```bash -fbs \ ---spot-price=20.00 \ ---exercise-price=21.00 \ ---risk-free-rate=0.05 \ ---std=0.25 \ ---expiration=0.5 -``` - -#### Output - -```bash ---------------------------------------------- -European call option price: 1.197698084193286 ---------------------------------------------- -European put option price: 1.6792062367882679 ---------------------------------------------- -```