black scholes

financepy.models.black_scholes

Class

BlackScholes

BlackScholes(
    volatility: float | numpy.ndarray,
)

Inherits from: Model

Black-Scholes model class supporting several pricing methods.

Methods

value


value(
    self,
    spot_price: float,
    time_to_expiry: float,
    strike_price: float,
    risk_free_rate: float,
    dividend_rate: float,
    opt_type: OptionTypes,
    bs_type: BlackScholesAlgorithmTypes,
) -> float

Compute the option value using the selected Black-Scholes method.

Generated automatically from the FinancePy source code. Do not edit this file manually.