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Author:
Charles Poli
License:
MIT
Summary:
Quantitative-finance toolkit: time value of money, fixed income, option pricing (closed form, trees, Monte Carlo, PDE, FFT), exotic options, stochastic volatility, interest-rate and credit models, portfolio optimization, asset pricing, risk, financial time series, and market microstructure -- built on numpy/scipy, hand-rolling algorithms only where no library equivalent exists.
Latest version:
0.1.0
Required dependencies:
matplotlib
|
numpy
|
scipy
Optional dependencies:
financialkit
|
hypothesis
|
jupyterlite-pyodide-kernel
|
jupyterlite-sphinx
|
mypy
|
myst-parser
|
numba
|
pillow
|
pre-commit
|
pydata-sphinx-theme
|
pytest
|
pytest-cov
|
ruff
|
sphinx
|
sphinx-autodoc-typehints
|
sphinx-design
|
sphinx-gallery
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