Quickstart Guide

This guide will help you get started with TorchQuant quickly.

Basic Usage

Here’s a simple example of using TorchQuant:

 import torch
 from torchquantlib.core.asset_pricing.option.black_scholes_merton import black_scholes_merton

 spot = torch.tensor(100.0)
 strike = torch.tensor(105.0)
 expiry = torch.tensor(1.0)
 volatility = torch.tensor(0.2)
 rate = torch.tensor(0.05)
 dividend = torch.tensor(0.02)

price = black_scholes_merton('call', 'european', spot, strike, expiry, volatility, rate, dividend)
print(f'Option Price: {price.item()}')

This example demonstrates how to use the Black-Scholes model to price a European call option.