{ "info": { "author": "UNKNOWN", "author_email": "UNKNOWN", "bugtrack_url": null, "classifiers": [ "Operating System :: Microsoft :: Windows", "Operating System :: POSIX :: Linux", "Programming Language :: Python :: 2", "Programming Language :: Python :: 2.7" ], "description": "Installation\r\n------------\r\n::\r\n\r\n pip install ivolat\r\n\r\n\r\nExamples\r\n--------\r\n::\r\n\r\n import ivolat\r\n \r\n # stock price\r\n s = 10000\r\n # option strike price\r\n k = 10500\r\n # risk-free interest rate\r\n r = 0.001\r\n # drift rate (dividend)\r\n q = 0.1\r\n # time remaining until expiration (in years)\r\n t = 20.0 / 365.0\r\n # annual volatility of stock price\r\n sigma = 0.2\r\n # call option price\r\n p = 40\r\n\r\n \r\n # call opition price\r\n ivolat.prem_call(s, k, r, q, t, sigma)\r\n \r\n # call opition implied volatility\r\n ivolat.ivolat_call(s, k, r, q, t, p)\r\n \r\n # Greeks\r\n # call delta\r\n ivolat.delta_call(s, k, r, q, t, sigma)\r\n \r\n # Second-order Greeks\r\n # gamma\r\n ivolat.gamma(s, k, r, q, t, sigma)\r\n \r\n # vanna\r\n ivolat.vanna(s, k, r, q, t, sigma)\r\n \r\n # vomma (volga)\r\n ivolat.vomma(s, k, r, q, t, sigma)", "description_content_type": null, "docs_url": null, "download_url": "UNKNOWN", "downloads": { "last_day": -1, "last_month": -1, "last_week": -1 }, "home_page": "UNKNOWN", "keywords": "", "license": "UNKNOWN", "maintainer": "", "maintainer_email": "", "name": "ivolat", "package_url": "https://pypi.org/project/ivolat/", "platform": "UNKNOWN", "project_url": "https://pypi.org/project/ivolat/", "project_urls": { "Download": "UNKNOWN", "Homepage": "UNKNOWN" }, "release_url": "https://pypi.org/project/ivolat/0.1.2/", "requires_dist": null, "requires_python": null, "summary": "European Options Pricing Library", "version": "0.1.2" }, "last_serial": 1701271, "releases": { "0.1.0": [ { "comment_text": "", "digests": { "md5": "aceeceac515b2dd94a7590c41775ec67", "sha256": "26ace41507743fae831e1c30c4b76c19c7f46d25e8633fdf300ae9bc17c55b6e" }, "downloads": -1, "filename": "ivolat-0.1.0-py2-none-any.whl", "has_sig": false, "md5_digest": "aceeceac515b2dd94a7590c41775ec67", "packagetype": "bdist_wheel", "python_version": "2.7", "requires_python": null, "size": 21578, "upload_time": "2015-08-31T05:43:11", "url": "https://files.pythonhosted.org/packages/6e/b2/9a62ec783f3aec1df7feef94d12a520a7639f68f6519a7089fcdc1c53eeb/ivolat-0.1.0-py2-none-any.whl" } ], "0.1.1": [ { "comment_text": "", "digests": { "md5": "7fb8cc2d3ef83f7bb9b10ff6a3503c23", "sha256": "76c6acc358bfb0a42b94b58e663a5a7794ee4196e8679b760c15302c4719fde9" }, "downloads": -1, "filename": "ivolat-0.1.1-py2-none-any.whl", "has_sig": false, "md5_digest": "7fb8cc2d3ef83f7bb9b10ff6a3503c23", "packagetype": "bdist_wheel", "python_version": "2.7", "requires_python": null, "size": 21581, "upload_time": "2015-08-31T08:03:04", "url": "https://files.pythonhosted.org/packages/9d/c5/de19bb193f798692e2115b18dea3ca776a08efdd1d37b4a60cc890175d0b/ivolat-0.1.1-py2-none-any.whl" } ], "0.1.2": [ { "comment_text": "", "digests": { "md5": "a96e46f0f0ee2f6bc225f6c4da51d316", "sha256": "9586028cb7a218aa790788910b14a0415478a9560d303685da09b1ec8b65cde4" }, "downloads": -1, "filename": "ivolat-0.1.2-py2-none-any.whl", "has_sig": false, "md5_digest": "a96e46f0f0ee2f6bc225f6c4da51d316", "packagetype": "bdist_wheel", "python_version": "2.7", "requires_python": null, "size": 21493, "upload_time": "2015-08-31T08:40:39", "url": "https://files.pythonhosted.org/packages/8b/32/4c1800600896e326960d58f9890635c912f0811c494615a1fc2fcc262806/ivolat-0.1.2-py2-none-any.whl" } ] }, "urls": [ { "comment_text": "", "digests": { "md5": "a96e46f0f0ee2f6bc225f6c4da51d316", "sha256": "9586028cb7a218aa790788910b14a0415478a9560d303685da09b1ec8b65cde4" }, "downloads": -1, "filename": "ivolat-0.1.2-py2-none-any.whl", "has_sig": false, "md5_digest": "a96e46f0f0ee2f6bc225f6c4da51d316", "packagetype": "bdist_wheel", "python_version": "2.7", "requires_python": null, "size": 21493, "upload_time": "2015-08-31T08:40:39", "url": "https://files.pythonhosted.org/packages/8b/32/4c1800600896e326960d58f9890635c912f0811c494615a1fc2fcc262806/ivolat-0.1.2-py2-none-any.whl" } ] }