openbb-finance / optionpricingmodels Goto Github PK
View Code? Open in Web Editor NEWLatex files containing descriptions of quantitative option pricing models to be implemented in OpenBBTerminal
License: MIT License
Latex files containing descriptions of quantitative option pricing models to be implemented in OpenBBTerminal
License: MIT License
Hi.
I was contemplating maybe contributing to options pricing models.
Can you please tell a bit more about what your are expecting?
And I would like to ask 2 specific questions:
Do you want code for option pricing to be written specifically for OBB? Alternatively, are you OK with relying on other open source projects, and it boils down to interface?
What kind of performance do you expect? Option pricing models happen to be resources/computationally expensive. Do you expect the core of those option pricing models to be coded in C/C++ or another fast programming language?
All other comments are much welcome.
Thank you.
tag
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