DOCS.md

Table of Contents

1. Usage
   1. Example

Usage

fbs --help

Example

Price a European call option with the following data:

• Spot price -> $20

• Exercise price -> $21

• Risk free rate -> 5%

• Standard deviation -> 25%

• Time to expiration -> 6 months

  fbs
  --spot-price=20.00
  --exercise-price=21.00
  --risk-free-rate=0.05
  --std=0.25
  --expiration=0.5

Output:

---------------------------------------------
European call option price: 1.197698084193286
---------------------------------------------
European put option price: 1.6792062367882679
---------------------------------------------