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DeltaPI Package for CS207

Project description


Group #14

This repository contains CS207, fall 2019, final project.

Group Members

  • Daniel Cox
  • Anna Davydova
  • Stephen Moon
  • Valentina Toll Villagra


Build Status codecov

This project aims to deliver an Automatic Differentiation Software DeltaPi that will calculate derivatives efficiently and accurately, making it useful across a wide spectrum of applications. In this package, we will execute the forward mode of Automatic Differentiation. We will also provide an extension package HedgeDeltaPi that will calculate delta for European Call and Put options, allowing for efficient delta hedging.

Project details

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Files for DeltaPI-FantasticFour, version 0.0.2
Filename, size File type Python version Upload date Hashes
Filename, size DeltaPI_FantasticFour-0.0.2-py3-none-any.whl (14.5 kB) File type Wheel Python version py3 Upload date Hashes View hashes
Filename, size DeltaPI-FantasticFour-0.0.2.tar.gz (12.1 kB) File type Source Python version None Upload date Hashes View hashes

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