diff --git a/README.md b/README.md index b88f127..ec0752a 100644 --- a/README.md +++ b/README.md @@ -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