Hopefully this project is helpful for anyone who is interested in how options greeks fundamentally change over time. Secondarily, I'm running a sanity check and comparison between two quant libraries.
For the past couple years, I've been building some auto-trading software as a hobby. I'm a big fan of equity options, so I needed a good library for calculating greeks and prices. This project represents my first step in comparing quantlib (C++) with mibian (python). Using each library, I generated some data with identical inputs and plotted the results in a time series. Results are here.
The results are identical. This is good news - at least in situations when the simple calculations (ignoring interest, dividends, etc) will do.
I used raw d3 for the simple plots. D3 is my favorite option for getting a web-ready SVG done fast.