search

waifod / quant_finance_models

Project containing the implementations of quantitative finance models
MIT License
5 stars 1 forks source link

Implement Black Scholes model also for put options #58

Closed david-alvarez-rosa closed 1 year ago

david-alvarez-rosa commented 1 year ago

Current implementation is only taking into account call options. However, data needed for put options should be the same as for call options — implement the needed logic for put options.

waifod commented 1 year ago

Handled via PR https://github.com/Waifod/quant_finance_models/pull/63.

david-alvarez-rosa commented 1 year ago

Closing as done!