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pyproject.toml
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117 lines (102 loc) · 2.92 KB
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[build-system]
requires = ["setuptools>=68.0", "wheel"]
build-backend = "setuptools.build_meta"
[project]
name = "stochvolmodels"
version = "1.1.8"
description = "Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston"
readme = "README.md"
license = {text = "MIT"}
authors = [
{name = "Artur Sepp", email = "[email protected]"},
]
maintainers = [
{name = "Artur Sepp", email = "[email protected]"},
{name = "Parviz Rakhmonov", email = "[email protected]"},
]
keywords = [
"stochastic volatility",
"volatility modeling",
"option pricing",
"heston model",
"log-normal stochastic volatility",
"monte carlo simulation",
"fourier transform",
"quantitative finance",
"derivatives pricing",
"implied volatility",
"volatility surface",
]
classifiers = [
"Development Status :: 4 - Beta",
"Intended Audience :: Developers",
"Intended Audience :: Financial and Insurance Industry",
"Intended Audience :: Science/Research",
"License :: OSI Approved :: MIT License",
"Operating System :: OS Independent",
"Programming Language :: Python :: 3",
"Programming Language :: Python :: 3.9",
"Programming Language :: Python :: 3.10",
"Programming Language :: Python :: 3.11",
"Programming Language :: Python :: 3.12",
"Programming Language :: Python :: 3.13",
"Topic :: Office/Business :: Financial :: Investment",
"Topic :: Scientific/Engineering :: Mathematics",
"Topic :: Software Development :: Libraries :: Python Modules",
]
requires-python = ">=3.9"
dependencies = [
"numba>=0.60.0",
"numpy>=2.0",
"scipy>=1.12.0",
"pandas>=2.2.0",
"matplotlib>=3.8.0",
"seaborn>=0.13.0",
]
[project.optional-dependencies]
research = [
"qis>=3.5.7",
]
visualization = [
"plotly>=5.0.0",
]
numerical = [
"scikit-learn>=1.3.0",
"statsmodels>=0.14.0",
]
jupyter = [
"jupyter>=1.0.0",
"notebook>=6.5.0",
"jupyterlab>=3.0.0",
"ipykernel>=6.0.0",
"ipywidgets>=8.0.0",
]
dev = [
"pytest>=7.0.0",
"pytest-cov>=4.0.0",
"pytest-regressions>=2.8.3",
"ruff>=0.4",
]
all = [
"stochvolmodels[research,visualization,numerical,jupyter]",
]
[project.urls]
Homepage = "https://github.com/ArturSepp/StochVolModels"
Documentation = "https://github.com/ArturSepp/StochVolModels/blob/main/README.md"
Repository = "https://github.com/ArturSepp/StochVolModels.git"
Issues = "https://github.com/ArturSepp/StochVolModels/issues"
[tool.setuptools.packages.find]
include = ["stochvolmodels*"]
exclude = ["tests*", "docs*", "notebooks*", "resources*"]
[tool.setuptools.package-data]
stochvolmodels = ["*.yaml"]
[tool.pytest.ini_options]
testpaths = ["tests"]
addopts = "-ra -q --tb=short"
[tool.ruff]
line-length = 100
[tool.ruff.lint]
select = ["E", "F", "W", "I"]
[tool.coverage.run]
source = ["stochvolmodels"]
omit = ["*/tests/*", "*/examples/*"]