theta = bs.getTheta(opt.type, opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "theta of call:", theta
rho = bs.getRho(opt.type, opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "rho of call:", rho
print
opt = EuropeanOptions("put", 100.0, 100.0, 0.35607, 1, 0.02)
value = bs.getValue(opt.type, opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "value of put:", value
delta = bs.getDelta(opt.type, opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "delta of put:", delta
theta = bs.getTheta(opt.type, opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "theta of put:", theta
rho = bs.getRho(opt.type, opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "rho of put:", rho
print
gamma = bs.getGamma(opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "gamma:", gamma
vega = bs.getVega(opt.stockPrice, opt.strike, opt.volatility, opt.expiryYears, opt.riskfreeRate)
print "vega:", vega
