Add vanilla option to README.md (#34)

* Add Vanilla option pricing to README.md

* Bump version to v0.6.5

README.md

@@ -88,12 +88,33 @@ my_market_data = exotx.MarketData.from_json(my_json)
 
 ### Price the product
 
+#### Vanilla Option
+```python
+from exotx.instruments import OptionType
+from exotx.enums import PricingModel, NumericalMethod
+
+strike = 90
+option_maturity = '2016-05-04'
+my_vanilla_option = exotx.VanillaOption(strike, option_maturity, OptionType.CALL)
+my_pricing_config = exotx.PricingConfiguration(PricingModel.BLACK_SCHOLES, NumericalMethod.ANALYTIC, compute_greeks=True)
+exotx.price(my_vanilla_option, my_market_data, my_static_data, my_pricing_config)
+```
+```plaintext
+>>> { 
+    'price': 13.83328710, 
+    'delta': 0.77183751, 
+    'gamma': 0.01609460, 
+    'theta': -7.01024983
+}
+```
+
+#### Auto-Callable
 ```python
 exotx.price(my_autocallable, my_market_data, my_static_data, model='black-scholes')
 ```
 
 ```plaintext
-96.08517973497098
+>>> 96.08517973497098
 ```
 
 ## Contributing

exotx/__init__.py

@@ -4,6 +4,7 @@
 __version__ = _version
 
 # Import classes
+from exotx.enums import *
 from exotx.data import *
 from exotx.instruments import *
 from exotx.models import *

exotx/_version.py

@@ -1 +1 @@
-__version__ = "0.6.4"
+__version__ = "0.6.5"

exotx/enums/__init__.py

@@ -0,0 +1,10 @@
+"""Modules for working with exotic options.
+
+Exotic options can refer to auto-callables, barrier options, etc."""
+
+from exotx.enums.enums import PricingModel, NumericalMethod
+
+__all__ = [
+    'PricingModel',
+    'NumericalMethod'
+]

exotx/instruments/__init__.py

@@ -5,9 +5,11 @@
 from exotx.instruments.autocallable import Autocallable
 from exotx.instruments.barrier_option import BarrierOption
 from exotx.instruments.instrument import price
+from exotx.instruments.option_type import OptionType
 
 __all__ = [
     'price',
     'Autocallable',
-    'BarrierOption'
+    'BarrierOption',
+    'OptionType'
 ]