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Remove options.py
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@@ -1,28 +0,0 @@
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from optlib.gbs import american
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class Option:
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def __init__(self, option_type, fs, x, t, v):
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self.option_type = option_type
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self.fs = fs
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self.x = x
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self.t = t
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self.v = v
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def __repr__(self):
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raise NotImplementedError
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class AmericanOption(Option):
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def __init__(self, *args, **kwargs):
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super().__init__(self, *args, **kwargs)
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@property
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def price(self):
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raise NotImplementedError
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@property
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def greeks(self)
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raise NotImplementedError
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