Metadata-Version: 2.1
Name: GEMLibrary-linux
Version: 0.0.4
Summary: GEM Derivatives Library
Home-page: UNKNOWN
Author: Kevin Morgan
Author-email: KMorgan@teleioscommodities.com
License: UNKNOWN
Description: # GEM Derivatives Library
        
        ##Contents
        
        * Options
            * Vanilla
                * Generic Black Scholes Merton
                    * Black Scholes (b = ir)            
                    * Merton Stock Option (b = ir - dividend yield)
                    * Black76, option on Futures (b = 0)
                    * Black76, fully margined option 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
        
        
        V0.0.4 
        * Changed License to "Proprietary"
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: Other/Proprietary License
Classifier: Operating System :: POSIX :: Linux
Description-Content-Type: text/markdown
