Tutorials

• Getting Started
  • Installing Anaconda & Packages
  • Installing an python IDE : JetBrains PyCharm
  • Setting the sources root in PyCharm
  • Running a script
• Pricing & Greeks of an American Option
  • Creating the instrument : American Option
  • Creating the market data
  • Creating the model
  • Creating the user configuration
  • Running a price & greeks
  • Formatting Results
• Volatility Implicitation
  • Specifying the underlying
  • Specifying quotation dates
  • Choosing the smile’s granualarity
  • Creating the user configuration
  • Building the volatility smile
  • Formatting Results