MibianLib

Get an open source options pricing library implementing Garman-Kohlhagen and Black-Scholes models.
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MibianLib Ranking & Summary

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  • Rating:
  • License:
  • Free
  • Price:
  • Free
  • Publisher Name:
  • By Mibian
  • Publisher web site:
  • http://www.mibian.net
  • Operating Systems:
  • Windows 7, Windows 2003, Windows Me, Windows 98, Windows 2000, Windows Vista, Windows NT, Windows XP, Windows Server 2008
  • Additional Requirements:
  • Python
  • File Size:
  • 2.53K
  • Total Downloads:
  • 23

MibianLib Tags


MibianLib Description

Mibian Lib is an open source options pricing library. It implements the Garman-Kohlhagen and Black-Scholes pricing models. It permits the computation of the options prices, their delta and dual delta and other greeks as well as the extraction of the implied volatility for a given price and the put-call parity.


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