Metadata-Version: 2.3
Name: hestonpy
Version: 0.5.6
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

`hestonpy` is now avalaible on PyPi !
```bash
pip install 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 [TO DO: calibration on iv surface + SVJ simulations/monte carlo]:
1. path simulations
2. pricing plain european vanilla options
3. model calibration (smile) from yahoo finance and personnal data
4. SVI implementation
5. asset allocations (stochastic optimal control under Heston dynamics)

## License

`hestonpy` was created by Théophile SCHMUTZ (@SarcasticMatrix). It is licensed under the terms of the MIT license.
