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。

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Repository: knownasnaffy/prompthound
Last source activity: July 6, 2026 at 07:03
Detected SKILL.md language: English
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Forks: 1

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name	py-vollib-options-pricing
description	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。
license	Proprietary. See LICENSE.txt in project root.
compatibility	Designed for Doramagic-host ecosystem (Claude Code / openclaw / Cursor). Requires Python 3.12+ with uv package manager.
metadata	{"version":"v6.1","blueprint_id":"finance-bp-127","compiled_at":"2026-04-22T13:01:03.585888+00:00","capability_markets":"global","capability_activities":"derivatives-pricing","sop_version":"crystal-compilation-v6.1"}

Local Context Review

python scripts/_handler.py is a local diagnostics helper for the py-vollib-options-pricing skill. It may inspect env. Disclose the fields it reads, keep the output local, and run it only when the user asks for diagnostics or troubleshooting.