From 262d87951c0ee9ee0d371bf963f1b14e08f831f2 Mon Sep 17 00:00:00 2001 From: BartolomeD Date: Mon, 17 Aug 2020 14:42:28 -0500 Subject: [PATCH] Add installation instructions to README --- README.md | 15 +++++++++++++++ 1 file changed, 15 insertions(+) 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