MibianLib

MibianLib
Developer(s)	Yassine Maaroufi
Stable release	0.1.1 / 19 November 2011; 3 months ago (2011-11-19)
Development status	Active
Written in	Python
Operating system	Cross-platform
Available in	English
Type	financial library
License	GPL license
Website	code.mibian.net

MibianLib is an open source options pricing library written in the Python programming language.^[1]

Contents

1 Pricing Models
2 Features
3 Licensing
4 Notes
5 See also
6 References
7 External links

Pricing Models

MibianLib implements the following pricing models:^[2]

Features

The library permits the computation of:

Options prices for calls and puts.
Options delta and dual delta for calls and puts.
Options Theta, Gamma, Vega and Rho for calls and puts.
Put-call parity
Implied volatility for a given option price.

These features are implemented for each pricing model

Licensing

MibianLib is distributed under a GPLv3 license

Notes

MibianLib uses SciPy for the normal distribution functions computation.

See also

Options

References

^ "Mibian Page on Pypi". Python.org. http://pypi.python.org/pypi/mibian/. Retrieved 7 July 2011.
^ "Mibian Lib Official Site". Mibian.net. http://code.mibian.net/. Retrieved 3 July 2011.

External links

Official Site