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Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get current Greeks for a given option. European style options.
todo:
-implement matlab engine in py code when matlab engine is updated to python 3.8
-UI:
Allow custom expiry for main graph
Add hedging table/graph
Add option ladder table
About
Tool to visualize changes in the Black–Scholes model with respect to other variables. 2D or 3D data output. Can also be used to get current Greeks for a given option. European style options.