PHP SDK developed by @caymanbrothers and @stefankuehnel for the analysis and valuation of equity derivative options.
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README.md

Cayman Brothers StockShare SDK (v1.0)

Latest Stable Version

PHP SDK developed by Cayman Brothers Corporation for the analysis and valuation of equity derivative options.

Installation

The Cayman Brothers StockShare SDK can be installed with Composer. Run this command:

composer require caymanbrothers/stockshare-sdk

Usage

Note: This version of the Cayman Brothers StockShare SDK for PHP requires PHP 5.3 or greater.

Simple calculation of a call option using the Black-Scholes model.

require_once __DIR__ . '/vendor/autoload.php'; // change path as needed

$BlackScholes = new \CaymanBrothers\CaymanBrothers();

try {
    print_r($BlackScholes->calculate([
        'model' => 'BlackScholes',
        'options' => ['Call', 'Put'],
        'greeks' => true,
        'values' => [
            'underlying_price' => 1000,
            'strike' => 970,
            'expiration' => 92,
            'interest_rate' => 0.06,
            'volatility' => 0.2,
            'dividend_yield' => 0
        ]
    ]));
} catch (\Exception $e) {
    echo $e->getMessage();
}

License

Please see the license file for more information.

Security Vulnerabilities

If you have found a security issue, please contact the maintainers directly at stefankuehnel.com/contact.