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Merge pull request #5 from quantsbin/develop
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Fixed unittest and updated readme for new version
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quantsbin authored May 23, 2021
2 parents 5a308bd + e03f94f commit 3625226
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12 changes: 0 additions & 12 deletions .deepsource.toml

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13 changes: 13 additions & 0 deletions .gitignore
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#pycharm
__pycache__/
.idea/

#vscode
.vscode/

#jupyter notebooks
.ipynb_checkpoints

#internal test file
development_testing.py

2 changes: 1 addition & 1 deletion LICENSE
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MIT License

Copyright (c) 2018 quantsbin
Copyright (c) 2021 quantsbin

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
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68 changes: 0 additions & 68 deletions Quantsbin.egg-info/PKG-INFO

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19 changes: 0 additions & 19 deletions Quantsbin.egg-info/SOURCES.txt

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1 change: 0 additions & 1 deletion Quantsbin.egg-info/dependency_links.txt

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1 change: 0 additions & 1 deletion Quantsbin.egg-info/top_level.txt

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14 changes: 7 additions & 7 deletions README.md
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Open source library for finance.

Quantsbin 1.0.2, which started as a weekend project is currently in its initial phase and
Quantsbin 1.0.3, which started as a weekend project is currently in its initial phase and
incorporates tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them.
We are working on optimising calculations and expanding the scope of library in multiple directions for future releases.

## Quantsbin 1.0.2 includes
## Quantsbin 1.0.3 includes
1. Option payoff, premium and greeks calculation for vanilla options on Equity, FX, Commodity and Futures.
2. Capability to calculate greeks numerically for all models and also analytically for Black Scholes Model.
3. Price vanilla options with European expiry using BSM, Binomial tree and MonteCarlo with option to
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[MIT LICENCE](https://github.com/quantsbin/Quantsbin/blob/master/LICENSE/)

## Dependencies and Installation details
scipy==1.0
pandas==0.23.0
matplotlib==2.2.2
numpy==1.14.3
scipy==1.6.3
pandas==1.2.4
matplotlib==3.4.2
numpy==1.18.0

Install using setup.py:
```
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Refer to our [Tutorial](http://www.quantsbin.com/introduction-to-option-pricing-using-python-library-quantsbin/) page

## Note
For Quantsbin 1.0.2 testing and documentation are still WIP.
For Quantsbin 1.0.3 documentation are still WIP.
8 changes: 4 additions & 4 deletions REQUIREMENTS.txt
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scipy==1.1.0
pandas==0.23.0
matplotlib==2.2.2
numpy==1.14.3
scipy==1.6.3
pandas==1.2.4
matplotlib==3.4.2
numpy==1.18.0
7 changes: 0 additions & 7 deletions __init__.py

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7 changes: 0 additions & 7 deletions build/lib/quantsbin/__init__.py

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8 changes: 0 additions & 8 deletions build/lib/quantsbin/derivativepricing/__init__.py

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116 changes: 0 additions & 116 deletions build/lib/quantsbin/derivativepricing/engineconfig.py

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32 changes: 0 additions & 32 deletions build/lib/quantsbin/derivativepricing/helperfn.py

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