pytops (updates in progress)

An easy to use Python library for pricing options using the Black-Scholes model.

pytops is a python library for calculating option prices and greeks. It uses the Black-Scholes pricing model to compute the prices with minimum dependency on external libraries.

Initial Release Information

This is the initial release of pytops. Tests and documentation are still incomplete.

Dependencies

pytops was written in Python 3.6. It depends on the numpy, scipy, & math packages

To install pytops via pip, type the following:

>>> pip install pytops

Installing pytops via pip will automatically install the necessary dependencies, except for pip, and Python. This has been tested to work on Windows, Linux and Macintosh OS X.

Python and pip must be installed prior to installing pytops.