Draw a Binomial Pricing Trees in Python

I'm going to build a single-page binary tree dashboard in Python and flask/django on calculated stock option's price, where it is similiar with the following project in R but I have two more requests, one is to run as a API using Flask/Django and secondly to use the the existing calculation model in python pacakge "qfrm" . [login to view URL] Preferably to embed the python package of "qprm" in the project, instead of my original scripting as below. But for the first step you can use this simpler code in Python 2.7 to protype your ideas. from math import exp # option input parameters dt = input("Timesteps: ") S = input("Initial spot price: ") r = input("Risk-free discount rate: ") K = input("Strike price: ") p = input("Growth probability: ") u = input("Growth factor: ") N = input("Timesteps to expiration: ") # Choose a Call or a Put call = raw_input("Call or put? (C/P) ").upper().startswith("C") def binary(k, us): Stockprice = S * (u ** (2 * us - k)) if call: profit = max(0, Stockprice - K) else: profit = max(0, K - Stockprice) # If a leaf node if k == N: return profit # Binomial value recursively decay = exp(-r * dt) expected = p * binary(k + 1, us + 1) + (1 - p) * binary(k + 1, us) binomial = decay * expected # If an American option return max(binomial, profit) print 'Got your option price: $%.3f' % binary(0, 0)