Metadata-Version: 2.1
Name: Quantsbin
Version: 1.0.3
Summary: Quantitative Finance Tools
Home-page: https://github.com/quantsbin/Quantsbin
Author: Quantsbin
Author-email: contactus@quantsbin.com
License: MIT
Description: |PyPi version| |PyPi Status| |Github Stars| |Twitter follows|
        
        Quantsbin
        =========
        
        Open source library for finance.
        
        Quantsbin 1.0.3, which started as a weekend project is currently in its
        initial phase and incorporates tools for pricing and plotting of vanilla
        option prices, greeks and various other analysis around them. We are
        working on optimising calculations and expanding the scope of library in
        multiple directions for future releases.
        
        Quantsbin 1.0.3 includes
        ------------------------
        
        1. Option payoff, premium and greeks calculation for vanilla options on
           Equity, FX, Commodity and Futures.
        2. Capability to calculate greeks numerically for all models and also
           analytically for Black Scholes Model.
        3. Price vanilla options with European expiry using BSM, Binomial tree
           and MonteCarlo with option to incorporate continuous compounded
           dividend yield for Equity options, cost and convenience yield for
           Commodity options and local and foreign risk-free rate in case of FX
           options. It also allows option to give discrete dividends in cased of
           Equity options.
        4. Price vanilla options with American expiry using Binomial tree and
           MonteCarlo(Longstaff Schwartz) method. There is option to provide
           discrete dividends for Equity options for both the models.
        5. Implied volatility calculation under BSM framework model.
        6. Option to create user defined or standard strategies using multiple
           single underlying options and directly generate and plot valuation
           and greeks for these strategies.
        
        License
        -------
        
        `MIT
        LICENCE <https://github.com/quantsbin/Quantsbin/blob/master/LICENSE/>`__
        
        Dependencies and Installation details
        -------------------------------------
        
        ::
        
             scipy==1.6.3
             pandas==1.2.4
             matplotlib==3.4.2
             numpy==1.18.0     
        
        Install using setup.py:
        
        ::
        
           >>> python setup.py install
        
        Install using pip:
        
        ::
        
           >>> pip install quantsbin
        
        Detailed documentation
        ----------------------
        
        Refer to our
        `Documentation <http://www.quantsbin.com/introduction-to-option-pricing-using-python-library-quantsbin/>`__
        page
        
        Our Website
        -----------
        
        For collaboration and suggestion reach us at
        `Quantsbin <http://www.quantsbin.com/>`__
        
        Tutorial
        --------
        
        Refer to our
        `Tutorial <http://www.quantsbin.com/introduction-to-option-pricing-using-python-library-quantsbin/>`__
        page
        
        Note
        ----
        
        For Quantsbin 1.0.3 documentation are still WIP.
        
        .. |PyPi version| image:: https://img.shields.io/pypi/v/quantsbin.svg?maxAge=60
           :target: https://pypi.python.org/pypi/pandas-montecarlo
        .. |PyPi Status| image:: https://img.shields.io/pypi/status/quantsbin.svg?maxAge=60
           :target: https://pypi.python.org/pypi/quantsbin
        .. |Github Stars| image:: https://img.shields.io/github/stars/quantsbin/Quantsbin.svg?style=social&label=Star&maxAge=60
           :target: https://github.com/quantsbin/Quantsbin
        .. |Twitter follows| image:: https://img.shields.io/twitter/follow/quantsbin.svg?style=social&label=Follow%20Me&maxAge=60
           :target: https://twitter.com/quantsbin
        
Platform: UNKNOWN
Classifier: Development Status :: 4 - Beta
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Description-Content-Type: text/markdown
