Add Equity Autocallable product

domokane / FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

GNU General Public License v3.0

2.14k stars 321 forks source link

Add Equity Autocallable product #116

Open LaGuiche55 opened 3 years ago

LaGuiche55 commented 3 years ago

Hi,

Is it possible to add an equity autocallable product? https://mikejuniperhill.blogspot.com/2019/11/quantlib-python-heston-monte-carlo.html?m=1

Regards JP

domokane commented 3 years ago

Hi - I am quite busy at the moment but I can look at it. However one of the hopes of a Python library was that others may contribute so if you want to do this let me know.