z4ir3 / derivatives-playground

Python tkinter GUI for interactive Black-Scholes option prices/greeks plot

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derivatives-playground

Black-Scholes option pricing GUIs

First GUI: plot of option prices and greeks using python tkinter library.

Plain vanilla Call and Put options. Use the sliders to interactively update plots.

Structure

  • Main file main_gui_bs.py
  • GUI class in src/guisliders.py
  • Black-Scholes option pricing model class in models/blackscholes.py

Please follow the links below for further details about option pricing:

Second GUI: option strategy payoff calculator and plot using python tkinter library.

Structure

  • Main file main_gui_bstrategy.py
  • GUI class in src/guislidersrtrategy.py
  • Black-Scholes option pricing model class in models/blackscholestrategy.py

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Python tkinter GUI for interactive Black-Scholes option prices/greeks plot

License:GNU General Public License v3.0


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Language:Python 100.0%