Metadata-Version: 2.3
Name: hestonpy
Version: 0.2.4
Summary: Heston models: pricing, calibration, hedging.
License: MIT
Author: SarcasticMatrix
Requires-Python: >=3.10,<4.0
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Programming Language :: Python :: 3.13
Requires-Dist: datetime (>=5.5,<6.0)
Requires-Dist: matplotlib (>=3.10.1,<4.0.0)
Requires-Dist: numpy (>=2.2.3,<3.0.0)
Requires-Dist: pandas (>=2.2.3,<3.0.0)
Requires-Dist: scipy (>=1.15.2,<2.0.0)
Requires-Dist: tqdm (>=4.67.1,<5.0.0)
Requires-Dist: yfinance (>=0.2.54,<0.3.0)
Description-Content-Type: text/markdown

# hestonpy

The `hestonpy` Python package implements the Heston and Black-Scholes models for option pricing and portfolio management. The package also includes functionality for optimal portfolio allocation using stochastic control techniques.

Covered topics by the `hestonpy` package:
1. path simulations
2. pricing plain european vanilla options
3. asset allocations (stochastic optimal control under Heston dynamics)
4. [TO DO] model calibration (smile, term structure) from yahoo finance and personnal data

## Installation
`hestonpy` is now avalaible on PyPi !
```bash
pip install hestonpy
```

## Contributing

Interested in contributing? Check out the contributing guidelines. Please note that this project is released with a Code of Conduct. By contributing to this project, you agree to abide by its terms.

## License

`hestonpy` was created by SarcasticMatrix. It is licensed under the terms of the MIT license.

## Credits

`hestonpy` was created with [`cookiecutter`](https://cookiecutter.readthedocs.io/en/latest/) and the `py-pkgs-cookiecutter` [template](https://github.com/py-pkgs/py-pkgs-cookiecutter).

