How johnnyengineer/realoptions works
RealOptions is a desktop application for real-options and option valuation. Users choose an analysis from the Tkinter menu, enter project or option inputs, and receive calculated values and, for binomial analyses, plotted trees. The excerpts show volatility estimation, abandonment, expansion, contraction, compound and dynamic-strike options, plus Black–Scholes–Merton valuation. The menu also advertises Monte Carlo value simulation, but its implementation and wiring are not visible in the sampled source.
Main entry points: App.py App navigation · Functions.py Tree plotting
Components 19
Desktop interface
- App navigation
RealOptions/App.py - Abandonment inputs
RealOptions/App.py - Expansion inputs
RealOptions/App.py - Contraction inputs
RealOptions/App.py - Compound inputs
RealOptions/App.py - Dynamic-strike inputs
RealOptions/App.py - Cashflow volatility
RealOptions/App.py - BSM inputs
RealOptions/App.py
Valuation methods
- Monte Carlo values
RealOptions/Functions.py - Abandonment model
RealOptions/Functions.py - Expansion model
RealOptions/Functions.py - Contraction model
RealOptions/Functions.py - Compound model
RealOptions/Functions.py - Dynamic-strike model
RealOptions/Functions.py - BSM valuation
RealOptions/Functions.py - Volatility calculation
RealOptions/Functions.py
Results display
- Tree plotting
RealOptions/Functions.py - Result dialogs
RealOptions/App.py
Other components
- User
Connections 22
- User → App navigation: opens
- App navigation → Abandonment inputs: selects
- App navigation → Expansion inputs: selects
- App navigation → Contraction inputs: selects
- App navigation → Compound inputs: selects
- App navigation → Dynamic-strike inputs: selects
- App navigation → Cashflow volatility: selects
- App navigation → BSM inputs: selects
- Abandonment inputs → Abandonment model: calls
- Expansion inputs → Expansion model: calls
- Contraction inputs → Contraction model: calls
- Compound inputs → Compound model: calls
- Dynamic-strike inputs → Dynamic-strike model: calls
- BSM inputs → BSM valuation: calls
- Cashflow volatility → Volatility calculation: calls
- Abandonment model → Tree plotting: plots trees
- Expansion model → Tree plotting: plots trees
- Contraction model → Tree plotting: plots trees
- Compound model → Tree plotting: plots trees
- Dynamic-strike model → Tree plotting: plots trees
- BSM inputs → Result dialogs: shows prices
- Cashflow volatility → Result dialogs: shows estimate