This is the Linux app named MibianLib whose latest release can be downloaded as mibian-0.1.1.zip. It can be run online in the free hosting provider OnWorks for workstations.
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MibianLib
DESCRIPTION:
Mibian Lib is an open source options pricing library in python
Features
- Garman-Kohlhagen
- Black-Scholes
- Price, Delta, Dual Delta, Theta, Vega, Gamma, Rho
- Implied Volatility
- Put-Call Parity
Audience
Financial and Insurance Industry, Advanced End Users, Developers
User interface
Console/Terminal, Command-line
Programming Language
Python
Categories
This is an application that can also be fetched from https://sourceforge.net/projects/mibianlib/. It has been hosted in OnWorks in order to be run online in an easiest way from one of our free Operative Systems.