
Security News
npm ‘is’ Package Hijacked in Expanding Supply Chain Attack
The ongoing npm phishing campaign escalates as attackers hijack the popular 'is' package, embedding malware in multiple versions.
quantmodels
is a Python package that provides implementations of various financial models commonly used in finance and investment analysis.
You can install the package using pip: pip install quantmodels
Included Financial Models
from quantmodels.opm import binomial_option_pricing
Parameters underlying_price: Current price of the underlying asset.
strike_price: Strike price of the option.
risk_free_rate: Risk-free interest rate.
volatility: Volatility of the underlying asset.
time_to_maturity: Time to maturity of the option.
num_steps: Number of steps in the binomial tree.
call_price = binomial_option_pricing(underlying_price, strike_price, time_to_maturity, risk_free_rate, volatility, periods, 'call')
put_price = binomial_option_pricing(underlying_price, strike_price, time_to_maturity, risk_free_rate, volatility, periods, 'put')
print(f"Call Option Price: {call_price:.2f}")
print(f"Put Option Price: {put_price:.2f}")
FAQs
A python based financial models simulation to estimate the value of π
We found that quantmodels demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 1 open source maintainer collaborating on the project.
Did you know?
Socket for GitHub automatically highlights issues in each pull request and monitors the health of all your open source dependencies. Discover the contents of your packages and block harmful activity before you install or update your dependencies.
Security News
The ongoing npm phishing campaign escalates as attackers hijack the popular 'is' package, embedding malware in multiple versions.
Security News
A critical flaw in the popular npm form-data package could allow HTTP parameter pollution, affecting millions of projects until patched versions are adopted.
Security News
Bun 1.2.19 introduces isolated installs for smoother monorepo workflows, along with performance boosts, new tooling, and key compatibility fixes.