An options pricing tool for pricing vanilla (European, American) and exotic (Asian, Barrier, Lookback) options, along with their Greeks. Uses pricing models including Black-Scholes, binomial/trinomial trees, and Monte Carlo simulations.
- clone
- run makefile via
make - run executable via
./build/optio - Follow CLI prompts to:
- Create options
- Name and store options
- Retrieve price and Greeks