Sakii0912/Options_Pricing_Engine — reverse-engineered prompt
Reverse engineered prompt
Build me a small Python options pricing engine for a math finance course project. I want something I can run locally that prices call and put options and feels organized enough to reuse, not just a one off script. Please make it student friendly, with clear code, a simple package structure, a couple of notebooks that explain what is being calculated, and example runs I can tweak.
It should take the usual option inputs like spot price, strike, time to expiry, interest rate, and volatility, then return sensible prices I can compare. If it makes sense, include a few standard pricing approaches people usually learn in an intro math for finance class, and add basic plots or visual checks where they help understanding. I would also like a small test suite so the calculations feel trustworthy, plus a short setup and usage guide so I can open it and run it without guessing. Look up current references online if you need to.
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