Metadata-Version: 2.1
Name: exotic-options
Version: 0.2
Summary: The Formula to calculate some exotic options.
Home-page: https://github.com/Tavaresiqueira/exotic_options/
Author: Joao Pedro Tavares
Author-email: siqueiratav@gmail.com
License: UNKNOWN
Download-URL: https://github.com/Tavaresiqueira/exotic_options/archive/v0.2.tar.gz
Description: # EOPricer Model
        
        This simple Python package calculates the price of some barrier and exotic options.
        This consists on an adptation of the Black and Scholes Model to the Bjerksund e Stensland Studies.
        
        ## Install
        ```bash
        pip install exotic-options
        ```
        ## Import
        ```python
        from exotic_options import EOPricer
        ```
        ## Class and Function arguments
        Args:
            S (float): Current price of the underlying asset.
            K (float): Strike price of the option.
            r (float): Risk-free interest rate most appropriate for this option.
            T (float): Number of days till the expiration date.
            H (float): Barrier Value.
            type (str): Type of the option. Either 'call' or 'put'. Defaults to 'call'.
        
        
        ## Create an instance of EOPricer Class
        ```python
        pricer = EOPricer(S=None, K=None, r=None, T=None, H=None, option_type='call')
        pricer.call_down_and_out(sigma=None)
        ```
Platform: UNKNOWN
Description-Content-Type: text/markdown
