[<img src="https://badge.fury.io/py/pyfin.png">](http://badge.fury.io/py/pyfin) [<img src="https://travis-ci.org/opendoor-labs/pyfin.png?branch=master">](https://travis-ci.org/opendoor-labs/pyfin) [<img src="https://pypip.in/d/pyfin/badge.png">](https://pypi.python.org/pypi/pyfin)
###### Basic options pricing in Python
“Oh cool. Probably a little easier than spinning up the QuantLib stack.” — [Wes McKinney](https://github.com/wesm), creator of [Pandas](https://github.com/pydata/pandas)
### 2019 Update Notes * Fork of original opendoor-labs version * Changed to use pipenv package management * Fixed to work with python3
- Option valuation w/ Black-Scholes, lattice (binomial tree), and Monte Carlo simulation models.
- Basic Greeks calculation (delta, theta, rho, vega, gamma) across each valuation model.
- Discrete dividends support in the lattice (binomial tree) and Monte Carlo simulation models.
- Early exercise (American options) support in Monte Carlo simulation through the Longstaff-Schwartz technique.
- Minimal dependencies, just Numpy & SciPy.
- Free software, released under the MIT license.
# Install
`buildoutcfg
pipenv install
`
# Test
`
pipenv run python -m unittest tests.test_pyfin
`