quantmath 0.1.0

A library of quantitative maths and a framework for quantitative valuation and risk
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{
    "ForwardStartingEuropean": {
        "id": "SampleEuropean",
        "credit_id": "OPT",
        "underlying": "BT.L",
        "settlement": {
            "BusinessDays": {
                "calendar": {
                    "WeekdayCalendar": []
                },
                "step": 2,
                "slip_forward": true
            }
        },
        "expiry": {
            "date": "2018-12-01",
            "time_of_day": "Close"
        },
        "put_or_call": "Call",
        "cash_or_physical": "Cash",
        "expiry_time": {
            "date": "2018-12-01",
            "day_fraction": 0.8
        },
        "pay_date": "2018-12-05",
        "strike_fraction": 1.15170375,
        "strike_date": {
            "date": "2018-06-08",
            "time_of_day": "Close"
        },
        "strike_time": {
            "date": "2018-06-08",
            "day_fraction": 0.8
        }
    }
}