96 lines
3.6 KiB
HTML
96 lines
3.6 KiB
HTML
<html>
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<head>
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<title>Black Scholes Options Model</title>
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<link href="https://fonts.googleapis.com/css?family=Poppins" rel="stylesheet">
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<link rel="stylesheet" type="text/css" href="assets/styles.css"/>
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<script type="text/javascript" src="assets/jquery.3.2.1.js"></script>
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<script type="text/javascript" src="assets/main.js"></script>
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</head>
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<body>
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<div class="wrapper">
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<div id="left-side">
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<form id="option-terms">
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<h3>Option terms:</h3>
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<p>Option type:
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<select name="OptType">
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<option value="1" label="call">Call</option>
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<option value="-1" label="put">Put</option>
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</select>
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</p>
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<p>Strike:
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<input type="number" step="0.0001" name="Strike">
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</p>
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<p>Expiry Date:
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<input type="date" name="ExpiryDate">
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</p>
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<h3>Market data:</h3>
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<p>Value Date:
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<input type="date" name="ValueDate">
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</p>
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<p>Spot:
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<input type="number" step="0.0001"name="Spot">
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</p>
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<p>Risk-free Rate:
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<input type="number" step="0.0001" name="Rfr">
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</p>
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<p>Implied Volatility:
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<input type="number" step="0.0001" name="impliedVol">
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</p>
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<p>Simulations:
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<input type="number" step="1" name="Sims">
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</p>
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<button type="submit">Submit</button>
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</form>
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</div>
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<div id="right-side">
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<div id="right-upper">
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<p>Graph goes here</p>
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</div>
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<div id="right-lower">
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<table id="results-table">
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<thead>
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<tr>
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<th></th>
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<th>Closed Form</th>
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<th>Monte Carlo</th>
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</tr>
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</thead>
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<tbody>
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<tr>
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<th>FV</th>
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<td></td>
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<td></td>
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</tr>
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<tr>
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<th>Delta</th>
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<td></td>
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<td></td>
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</tr>
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<tr>
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<th>Vega</th>
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<td></td>
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<td></td>
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</tr>
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<tr>
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<th>Gamma</th>
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<td></td>
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<td></td>
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</tr>
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<tr>
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<th>Theta</th>
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<td></td>
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<td></td>
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</tr>
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<tr>
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<th>Rho</th>
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<td></td>
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<td></td>
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</tr>
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</tbody>
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</table>
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</div>
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</div>
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</div>
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</body>
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</html>
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