# OptionGreekPricing
## Table of Contents
- [Overview](#overview)
- [Setup](#setup)
- [Usage](#usage)
## Overview
Current Version: **1.0.3**
A package written in Python with equations to calculate option Prices and Greeks using the following methods:
1. Put-Call Parity. The `PutCall` object contains the following equations:
- Option price for a non-dividend stock.
- Option price for a discrete-dividend stock.
- Option price for a continuous-dividend stock.
- Option price for a currency option
2. Binomial Trees. The `BinomialTress` object contains the following equations:
- Option price for a one period non-dividend stock.
- Option price for a multi-period non-dividend stock european option.
- Option price for a multi-period non-dividend stock american option.
- Option price for a multi-period currency exchange rate european option.
- Option price for a multi-period currency exchange rate american option.
- Option price for a multi-period futures contract american option.
3. Black-Scholes. The `BlackScholes` object contains the following equations:
- Option price for a common stock.
- Option price for a common stock with discrete dividends.
- Option price for a currency exchange rate.
- Option price for a futures contract.
4. Greeks. The `Greeks` object contains the following equations for both call and put options:
- Delta.
- Gamma.
- Vega.
- Theta.
- Rho.
- Psi.
5. Monte Carlo. The `MonteCarlo` object contains the following equation:
- Option price for a risk-neutral european option.
## Setup
**Setup - PyPi Install:**
The project can be found at PyPI, if you'd like to view the project please use this
[link](https://pypi.org/project/python-trading-robot/). To **install** the library,
run the following command from the terminal.
```bash
pip install option-greek-pricing
```
## Usage
For more detailed examples and explanations, please look at the following file: [Option Pricing & Greeks.ipynb](https://github.com/mh2rashi/OptionGreeksPricing/blob/main/Option%20Pricing%20%26%20Greeks.ipynb)
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"description": "# OptionGreekPricing\n\n## Table of Contents\n\n- [Overview](#overview)\n- [Setup](#setup)\n- [Usage](#usage)\n\n\n## Overview\n\nCurrent Version: **1.0.3**\n\nA package written in Python with equations to calculate option Prices and Greeks using the following methods: \n\n1. Put-Call Parity. The `PutCall` object contains the following equations:\n - Option price for a non-dividend stock.\n - Option price for a discrete-dividend stock.\n - Option price for a continuous-dividend stock.\n - Option price for a currency option\n\n2. Binomial Trees. The `BinomialTress` object contains the following equations:\n - Option price for a one period non-dividend stock.\n - Option price for a multi-period non-dividend stock european option.\n - Option price for a multi-period non-dividend stock american option.\n - Option price for a multi-period currency exchange rate european option.\n - Option price for a multi-period currency exchange rate american option.\n - Option price for a multi-period futures contract american option.\n\n3. Black-Scholes. The `BlackScholes` object contains the following equations:\n - Option price for a common stock.\n - Option price for a common stock with discrete dividends.\n - Option price for a currency exchange rate.\n - Option price for a futures contract.\n\n4. Greeks. The `Greeks` object contains the following equations for both call and put options:\n - Delta.\n - Gamma.\n - Vega.\n - Theta.\n - Rho.\n - Psi.\n\n5. Monte Carlo. The `MonteCarlo` object contains the following equation:\n - Option price for a risk-neutral european option.\n\n## Setup\n\n**Setup - PyPi Install:**\n\nThe project can be found at PyPI, if you'd like to view the project please use this\n[link](https://pypi.org/project/python-trading-robot/). To **install** the library,\nrun the following command from the terminal.\n\n```bash\npip install option-greek-pricing\n```\n\n\n## Usage\n\nFor more detailed examples and explanations, please look at the following file: [Option Pricing & Greeks.ipynb](https://github.com/mh2rashi/OptionGreeksPricing/blob/main/Option%20Pricing%20%26%20Greeks.ipynb)\n\n\n",
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