MibianLib

MibianLib

Developer(s)	Yassine Maaroufi
Stable release	0.1.1 / 19 November 2011; 0 days 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]

Pricing Models

MibianLib implements the following pricing models:^[2]

• Black-Scholes
• Garman-Kohlhagen

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

1. ^ "Mibian Page on Pypi". Python.org. http://pypi.python.org/pypi/mibian/. Retrieved 07 July 2011. 
2. ^ "Mibian Lib Official Site". Mibian.net. http://code.mibian.net/. Retrieved 03 July 2011. 

External Links

• Official Site