Metadata-Version: 2.1
Name: pyvallib
Version: 0.0.1.dev2
Summary: A package for common valuation methodologies in Fair Value and Fair Market Value measurements.
License: MIT License
        
        Copyright (c) 2024 miketsai05
        
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Classifier: Programming Language :: Python :: 3.10
Requires-Python: >=3.10
Description-Content-Type: text/markdown
License-File: LICENSE
Requires-Dist: numpy>=1.24.2
Requires-Dist: pandas>=2.1.3
Requires-Dist: scipy>=1.9.3

# pyvallib

pyvallib provides an implementation of commonly applied methodologies used in fair value measurements for financial reporting purposes.

## Implemented Methodologies


### Complex Financial Instruments (CFI)
* Black-Scholes model
* Monte Carlo simulation
* Correlated Monte Carlo simulation (coming soon)
* Cox-Ross-Rubinstein Binomial lattice model
* Tsiveriotis-Fernandes Convertible Bond model (coming soon)
* Black-Derman-Toy lattice model (coming soon)

### Discount for Lack of Marketability (DLOM)
* Chaffe European Put
* Differential European Put
* Finnerty Asian Put
* Ghaidarov Asian Put

### Utility
* yearfrac (replicates Excel function)
