PyPI page
Home page
Author:
Nigel Li
Summary:
Fourier option pricing (COS, Carr-Madan FFT, FRFT, Hilbert, PROJ) for 22 characteristic-function models, with exotics, Greeks, and calibration.
Latest version:
0.23.0
Required dependencies:
numpy
|
pyfeng
|
scipy
|
statsmodels
Optional dependencies:
build
|
fourier-option-pricer
|
hypothesis
|
ipykernel
|
jupyter
|
matplotlib
|
mpmath
|
mypy
|
nbformat
|
nbmake
|
pandas
|
pyperf
|
pytest
|
pytest-cov
|
ruff
|
twine
Downloads last day:
4
Downloads last week:
60
Downloads last month:
513
7-day smoothing