Metadata-Version: 2.1
Name: finoptions
Version: 0.1.2
Summary: Energy derivatives (futures, options etc...)
Home-page: https://github.com/bbcho/finoptions-dev
Author: Ben Cho
Author-email: ben.cho@gmail.com
License: MIT License
Description: # finoptions
        
        Python implementation of the R package fOptions for use in energy trading. Changes include coverting the package to OOP as well as Finite Difference Methods for Option greeks for all Options.
        
        ## Supported by Rpanda Training Solutions
        <br>
        
        To install package run:
        
        ```
        pip install finoptions
        ```
        
        ## Working with finoptions
        
        Vanilla Options are found at the root of the package. For example, to run a Generalized Black Scholes Option:
        
        ```python
        import finoptions as fo
        
        opt = fo.GBSOption(10.0, 8.0, 1.0, 0.02, 0.01, 0.1)
        
        opt.call() # to get call price
        opt.put() # to get put price
        opt.summary() # for a printed summary of the option
        opt.greeks() # to get the greeks for the option
        
        # to calculate implied volatility, omit the sigma argument and then 
        # call the volatility method
        opt = fo.GBSOption(10.0, 8.0, 1.0, 0.02, 0.01)
        
        opt.volatility(2)
        ```
        
        All options follow the same format for calls, puts, greeks and summaries. GBSOption uses the analytic solution to calculate to the greeks, but for all other options the finite difference method is used.
        
        ## Calculating Options for Multiple Inputs
        
        The vanilla options are capable of calculating calls, puts, vols and greeks for multiple inputs at the same time by passing numpy arrays of values as parameters. Currently this only works for the vanilla options.
        
        ```python
        import finoptions as fo
        import numpy as np
        
        opt = fo.GBSOption(10.0, np.arange(5,15), 1.0, 0.02, 0.01, 0.1)
        
        opt.call() # to get call price
        opt.put() # to get put price
        opt.summary() # for a printed summary of the option
        opt.greeks() # to get the greeks for the option
        ```
Keywords: Energy,Risk,Crude,Trading,Petroleum,Oil,Refinery,Refined Products,Products
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Operating System :: OS Independent
Classifier: Intended Audience :: Financial and Insurance Industry
Requires-Python: >=3.6
Description-Content-Type: text/markdown
