I created a basic visualization of options computed using the Black-Scholes model. The visualization library used is Plotly.
- 3D visualization of option pricing
- Black-Scholes model implementation
- Interactive graphs using Plotly
- Visualize option combinations with different parameters (e.g., calendar spread, decreasing volatility values, etc.)
- Add unit tests to check correct computations.
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Clone the repository:
git clone https://github.com/yourusername/option-calculator.git cd option-calculator
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Create a virtual environment (recommended):
python -m venv venv
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Activate the virtual environment:
- On Windows:
.\venv\Scripts\activate
- On macOS/Linux:
source venv/bin/activate
- On Windows:
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Install required packages:
pip install -r requirements.txt