This project implements the Black-Scholes pricing model for financial options, providing real-time calculation of call and put option prices based on user inputs. Additionally, the project includes a heatmap visualization for the Profit and Loss (PNL) of options, based on dynamic pricing.
- Black-Scholes Option Pricing: Calculates real-time call and put option prices based on the Black-Scholes model.
- User Input Forms: Interactive forms allow users to input option parameters such as asset price, strike price, volatility, interest rate, and expiry time.
- PNL Heatmap: Displays heatmaps for option PNL, showing call and put heatmaps based on input values.
- React: Core framework for building the user interface.
- React Hook Form: Manages forms and validation in the application.
- Framer Motion: Provides smooth animations and transitions in the user interface.
- Lodash: Utilities for function debouncing and performance optimization.