optio

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.

setup

1. clone
2. run makefile via make
3. run executable via ./build/optio
4. Follow CLI prompts to:
   • Create options
   • Name and store options
   • Retrieve price and Greeks