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Author:
None
License:
MIT
Summary:
Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston
Latest version:
1.1.8
Required dependencies:
matplotlib
|
numba
|
numpy
|
pandas
|
scipy
|
seaborn
Optional dependencies:
ipykernel
|
ipywidgets
|
jupyter
|
jupyterlab
|
notebook
|
plotly
|
pytest
|
pytest-cov
|
pytest-regressions
|
qis
|
ruff
|
scikit-learn
|
statsmodels
|
stochvolmodels
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