====== pycw - quick covered warrant pricing for your daily trading ====== pycw is a graphical tool for easily pricing covered warrants, it is based on [[http://quantlib.org|quantlib]] Black and Sholes implementation and [[http://www.freenet.org.nz/python/yahooquote/|YahooQuote]] for retrieving stock prices (from which volatility is calculated). [[https://edge.launchpad.net/pycw|pycw project page on launchpad]] ===== Download ===== pycw is released under the GPL and can be downloaded from the[[https://code.edge.launchpad.net/pycw/trunk|download page on launchpad]] ===== Screenshots ===== ==== Linux ==== {{user:matteo_zandi:pycw:pycw-0.0.2c.png?300|pycw python covered warrant pricing application}} {{user:matteo_zandi:pycw:pycw-0.0.2d.png?300|pycw python covered warrant pricing, npv graph}} ==== Windows XP ==== {{user:matteo_zandi:pycw:pycw-0.0.2c_winxp.png?300|pycw under windows xp}} ===== Features ===== * Call/Put European style options pricing * Retrieve stock price and volatility with a button click * Save your covered warrants for future reference * Graphical rappresentation of cw intrinsic value and net present value ===== TODO ===== * Add American style options * Retrieve dividend + ex date * Graphs of cw npv vs underlying stock price or time * Grouping of cw/shares for simulation and p/l calculation ~~DISCUSSION~~