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Add installation instructions to README

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BartolomeD
2020-08-17 14:42:28 -05:00
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@@ -10,6 +10,21 @@ A library to price financial options using closed-form solutions written in Pyth
## Installation
To install `optlib` clone the repository
```
git clone https://github.com/BartolomeD/optlib.git
```
Create a virtual environment
```
python3 -m venv env
source env/bin/activate
```
and in the `optlib` directory execute
```
python setup.py install
```
# Closed Form Option Pricing Formulas
## Generalized Black Scholes (GBS) and similar models