Metadata-Version: 2.4
Name: optipricepro
Version: 1.0.3
Summary: Python client for the OptiPricePro option-pricing service
Author: Aris Skliros
License: Proprietary
Project-URL: Homepage, https://britishasteroidbelttradingcompany.com
Keywords: options,pricing,quantitative-finance,derivatives
Requires-Python: >=3.9
Description-Content-Type: text/markdown
Requires-Dist: requests>=2.25

# OptiPricePro (Python client)

Price exotic options through the OptiPricePro service. All computation runs on
the OptiPricePro server; this package is a thin client.

## Install

    pip install optipricepro

## Quickstart

    from optipricepro import OptiPricePro

    opp = OptiPricePro(api_key="sk_live_...")     # or set OPP_API_KEY

    # European call
    out = opp.price("European", "Call",
                    S0=100, K=100, r=0.05, sigma=0.20, y=0.0, T=1.0, M=50, N=100000)
    print(out["price"], out["std_error"])

## Examples

    # American put
    opp.price("AmericanOption", "Put", S0=40, K=40, r=0.06, sigma=0.20, y=0, T=1,
              M=50, N=100000, regression_degree=3)

    # Arithmetic Asian call
    opp.price("European", "Call", underlying="PathArithmeticAsianOption",
              S0=100, K=105, r=0.10, sigma=0.20, y=0, T=0.25, M=100, N=100000)

    # Down-and-out barrier call
    opp.price("European", "Call", wrapper_order="Barrier on underlying",
              barrier="DownAndOutBarrier", up_barrier=1e12, down_barrier=95,
              S0=100, K=100, r=0.10, sigma=0.30, y=0, T=0.2, M=50, N=100000)

    # With Greeks
    out = opp.price("European", "Call", S0=100, K=100, r=0.05, sigma=0.20,
                    y=0, T=1, M=50, N=100000, greeks=True)
    print(out["greeks"])   # {'delta': ..., 'vega': ..., 'rho': ..., 'theta': ...}

## Get an API key

Contact sales@optipricepro.com or sign up at https://optipricepro.com.
