claudeindex
Plugin

py-vollib-options-pricing

使用 BSM 和 Black 模型对欧式期权进行定价和 Greeks 计算,支持连续股息收益率调整。触发场景:(1) 用户要计算某期权的理论价格;(2) 用户要计算期权的希腊字母值(delta、gamma 等);(3) 用户要回测基于期权定价的策略。

Installation

1

Add the marketplace

/plugin marketplace add tangweigang-jpg/doramagic-skills
2

Install plugins

/plugin

Run these commands in Claude Code to add this plugin to your environment. The marketplace must be added before you can install its plugins.