# exotx
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exotx is a Python wrapper for the [QuantLib library](https://www.quantlib.org/), a powerful open-source library for
quantitative finance. exotx provides a simple and user-friendly interface for pricing and analyzing financial
derivatives using QuantLib's advanced numerical methods.
## Installation
To install exotx, simply use pip:
```sh
pip install exotx
```
## Usage
### Define the product
```python
import exotx
notional = 100
strike = 100.0
autocall_barrier_level = 1.0 # 100%
annual_coupon_value = 0.03 # 3.00%
coupon_barrier_level = 0.75 # 75%
protection_barrier_level = 0.75 # 75%
my_autocallable = exotx.Autocallable(notional, strike, autocall_barrier_level, annual_coupon_value, coupon_barrier_level, protection_barrier_level)
```
### Define the static data
The object that represents static data such as the calendar, the day counter or the business day convention used.
#### From the constructor
```python
my_static_data = exotx.StaticData(day_counter='Actual360', business_day_convention='ModifiedFollowing')
```
#### From JSON
```python
my_json = {
'day_counter': 'Actual360',
'business_day_convention': 'ModifiedFollowing'
}
my_static_data = exotx.StaticData.from_json(my_json)
```
### Define the market data
#### From the constructor
```python
reference_date = '2015-11-06'
spot = 100.0
risk_free_rate = 0.01
dividend_rate = 0.0
black_scholes_volatility = 0.2
my_market_data = exotx.MarketData(reference_date, spot, risk_free_rate, dividend_rate, black_scholes_volatility=black_scholes_volatility)
```
#### From JSON
```python
my_json = {
'reference_date': '2015-11-06',
'spot': 100,
'risk_free_rate': 0.01,
'dividend_rate': 0,
'black_scholes_volatility': 0.2
}
my_market_data = exotx.MarketData.from_json(my_json)
```
### Price the product
```python
exotx.price(my_autocallable, my_market_data, my_static_data, model='black-scholes')
```
```plaintext
96.08517973497098
```
## Contributing
We welcome contributions to exotx! If you find a bug or would like to request a new feature, please open an issue on
the [Github repository](https://github.com/sebastieneveno/exotx).
If you would like to contribute code, please submit a pull request.
## License
exotx is released under the [MIT License](https://opensource.org/licenses/MIT).
