Metadata-Version: 2.0
Name: fftoptionlib
Version: 0.0.1
Summary: FFT-based Option Pricing Method in Python
Home-page: https://github.com/arraystream/fftoptionlib
Author: ArrayStream (Yu Zheng, Ran Fan, Yongxin Yang)
Author-email: team@arraystream.com
License: MIT
Platform: any
Classifier: Development Status :: 4 - Beta
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.3
Classifier: Programming Language :: Python :: 3.4
Classifier: Programming Language :: Python :: 3.5
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Intended Audience :: Financial and Insurance Industry
Requires-Dist: numpy
Requires-Dist: pandas
Requires-Dist: scipy

FFT-based Option Pricing Method in Python


