Metadata-Version: 2.1
Name: GEMLibrary-windows
Version: 0.3.2
Summary: GEM Derivatives Library
Home-page: UNKNOWN
Author: Kevin Morgan
Author-email: KMorgan@teleioscommodities.com
License: UNKNOWN
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: Other/Proprietary License
Classifier: Operating System :: Microsoft :: Windows :: Windows 10
Requires-Python: >=3.6
Description-Content-Type: text/markdown

# GEM Derivatives Library

Contents of Library
* Options
  * Vanilla
    * Black Scholes (b = ir)
    * Merton Stock Option (b = ir - dividend yield)
    * Black76, option on Futures (b = 0)
    * Black76, fully margined options account (b = 0 and ir = 0)
    * Currency Option, b = ir - foreign risk free rate
  * Multi Asset
    * Duel Asset Spread Option
  * Barrier
    * Digital
* Correlated Linear
  * Load Following Imbalance
  * Ancillary Imbalance


