Metadata-Version: 2.1
Name: GEMLibrary-windows
Version: 0.0.3
Summary: GEM Derivatives Library
Home-page: UNKNOWN
Author: Kevin Morgan
Author-email: KMorgan@teleioscommodities.com
License: UNKNOWN
Description: # GEM Derivatives Library
        
        Contents of Library
        * Options
          * Vanilla
            * Black Scholes (b = ir)
            * Merton Stock Option (b = ir - dividend yield)
            * Black76, option on Futures (b = 0)
            * Black76, fully margined options account (b = 0 and ir = 0)
            * Currency Option, b = ir - foreign risk free rate
          * Multi Asset
            * Duel Asset Spread Option
          * Barrier
            * Digital
        * Correlated Linear
          * Load Following Imbalance
          * Ancillary Imbalance
        
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: Other/Proprietary License
Classifier: Operating System :: Microsoft :: Windows :: Windows 10
Requires-Python: >=3.6
Description-Content-Type: text/markdown
