PyOptionTree Python Package

PyOptionTree is a package designed for implementing lattice models for option pricing.

The objective of this package is to provide an intuitive and easy-to-implement open-source tool for students, academics and practioners to run theoretical pricing of various simple and exotic options. The early version of the library shall focus on developing the Binomial Tree algorithm for option pricing, taking into account of dividends and various types of options.

Github: PyOptionTree GitHub
Documentation: PyOptionTree 0.2.3
Tutorials: (Currently under development)
Tutorial 1: Intro to PyOptionTree
Tutorial 2: European option pricing with pyop3 continued
Tutorial 3: American Option Pricing with PyOptionTree (WIP)
Tutorial 4: Calibration to market prices using pyop3