Metadata-Version: 2.1
Name: GEMLibrary-linux
Version: 0.0.4
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 :: POSIX :: Linux
Description-Content-Type: text/markdown

# GEM Derivatives Library

##Contents

* Options
    * Vanilla
        * Generic Black Scholes Merton
            * Black Scholes (b = ir)            
            * Merton Stock Option (b = ir - dividend yield)
            * Black76, option on Futures (b = 0)
            * Black76, fully margined option 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


V0.0.4 
* Changed License to "Proprietary"

