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Published 20 hours ago • verified publisher icon jkirkby3
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Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financi...

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add __init__.py to pricing/analytical

Example on readme wasn't working. Error caused by not being able to import from pricing/analytical/bs.py Just needed to add the __init__.py to the folder

mdiamore avatar mdiamore

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verified publisher icon jkirkby3

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Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financi...

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