Metadata-Version: 2.1
Name: priceforge
Version: 0.1.0
Summary: A lightweight derivatives pricing library
Author-email: Nicolò Sitzia <nksitz@gmail.com>
Project-URL: Homepage, https://github.com/nksitz/priceforge
Project-URL: Issues, https://github.com/nksitz/priceforge/issues
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Python: >=3.8
Description-Content-Type: text/markdown
License-File: LICENSE

# Priceforge

This is a lightweight derivatives pricing library.

## Currently supported models
- Heston 1993
- Trolle-Schwartz 2014

## Currently supported pricing methods
- Fourier
  - Gil-Pelaez 
  - Carr-Madan
