Projects / MibianLib
MibianLib
Mibian lib is an options pricing library offering the ability to calculate the price, the implied volatility, the Greeks or the put-call parity of an option using the Garman-Kohlhagen, and the Black-Scholes models.
| Tags | Open Source options Finance pricing Library Financial |
|---|---|
| Licenses | GPLv3 |
| Operating Systems | Linux Windows Mac OS X all |
| Implementation | Python Python 2.7 |
| Translations | English |
Recent releases
- 19 Nov 2011 06:40
Release Notes: Enhanced performance.
- 11 Nov 2011 21:13
Release Notes: Theta function was added for Black-Scholes and Garman-Kohlhagen models.
- 24 Jul 2011 13:37
Release Notes: Gamma, Vega, Rho, and Put-Call Parity functions were added for Black-Scholes and Garman-Kohlhagen models.
- 04 Jul 2011 03:29
Release Notes: This release has a delta function for the Black-Scholes model and a dual delta function for the Garman-Kohlhagen and Black-Scholes models.
yassinemaaroufi
03 Jul 2011 19:31
Heartbeat
- Popularity Score
- 53.39
- Vitality Score
- 2.24
- Subscriptions
- 5
Voting Score: 1
(1 vote)
