An Equity derivatives pricer.
This API, written in C#, is set to ultimately allow anyone to price different derivatives on equity, with various numerical methods.
As of now, the API offers the possibility to price (greeks included):
| Derivative | Analytic | Binomial Tree | Finite Differences | Monte Carlo |
|---|---|---|---|---|
| European Option | ✅ | ✅ | ✅ | |
| American Option | ✅ | ✅ |
Please use Visual Studio 2022 to run it locally, as the project is using .NET 6.