7405-assignment3

assignment3

To implement new methods

implement your methods in the ./tasks package, and import it to the api_entries.py file. Add a new entry in the function_map dict, that's it.

You should add PyDoc comments to your def to provide extra information in the UI, and TYPINGS for parameters is necessary for the api to know how to communicate with the UI.

The UI set will automatically accept the newly implemented methods and display it in the list.

Run the project

Create a new virtual environment, or use an existing one, install all necessary requirements. And then you can choose:

1. Build / download the GUI program, place the exe/AppImage/dmg file (others is not necessary) under ./GUI/ and then run the main.py
2. run the different method by importing them to test.py
3. run the api_entries.py to start a local/remote server, and use requests or a browser to invoke the methods. The API doc is located on http://127.0.0.1:7405/doc. And you can find the url function map in api_entries.py -> function_map
4. run the api_entries.py to start a local/remote server, and build/download the Graphical User Interface program from Here. The repo is configured to automatically compile the GUI program for Mac/Linux/Windows you can find a package of unpacked file with exe/AppImage/dmg in the Actions page the latest successful build.

Tasks

1. Implement Black-Scholes Formulas for European call/put options.
2. Implied volatility calculations.
3. Implement closed-form formulas for geometric Asian call/put options and geometric basket call/put options.
4. Implement the Monte Carlo method with control variate technique for arithmetic Asian call/put options.
5. Implement the Monte Carlo method with control variate technique for arithmetic mean basket call/put options. For the arithmetic mean basket options, you only need to consider a basket with two assets.
6. Implement the Quasi-Monte Carlo method for a KIKO-put option. Calculate the price and the Delta of a given option.
7. The Binomial Tree method for American call/put options.
8. A graphical user interface for users to easily price various options with your pricer.