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jetblack-options

Installation

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rob-blackbourn/jetblack-options

jetblack-options

rob-blackbourn/jetblack-options

Home
Installation Installation
Table of contents
- What next ?
Getting Started
Numeric Greeks
Generalized Black Scholes
Pandas
API
API
- jetblack_options
  jetblack_options
  - european
    european
    
    black_76
    
    black_scholes_73
    
    black_scholes_merton
    
    generalised_black_scholes
    
    garman_kohlhagen
  - american
    american
    
    barone_adesi_whaley
    
    bjerksund_stensland_1993
    
    bjerksund_stensland_2002
  - trees
    trees
    
    cox_ross_rubinstein
    
    european_binomial
    
    jarrow_rudd
    
    leisen_reimer
    
    trinomial
  - numeric_greeks
    numeric_greeks
    
    without_carry
    
    with_carry
    
    with_dividend_yield

Table of contents

What next ?

Installation

The library can be installed as a package.

pip install jetblack-options

What next ?

Getting started

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