DerivX
V0.3.7.1-Beta Build 20220121
© 2021-2022 Xu Rendong. All Rights Reserved.
Project Summary
Derivatives Pricing Engine.
- Plain Vanilla European / American options portfolio calculation.
- Plain Vanilla European / American option pricing and greek value calculation.
- Single Barrier / SharkFin option pricing and greek value calculation.
- Exotic Autocall Booster / Phoenix / Snowball option pricing and greek value calculation.
- Stochastic Diffusion Processes and Stochastic Volatility Models.
- Interfaces and examples for C++, Python, JavaScript.
Install
C++:
Python:
pip install derivx
JavaScript:
npm install derivx
Usage
C++:
Python:
import derivx
print(derivx.Version())
For more usages please refer to examples in derivx_py folder.
DerivX is not dependent on numpy, pandas and matplotlib, but if you want to run examples, you'd better install them with:
pip install numpy pandas matplotlib
JavaScript:
const derivx = require('derivx')
console.log(derivx.Version())
For more usages please refer to examples in derivx_js folder.
DerivX is not dependent on numjs, but if you want to run examples, you'd better install it with:
npm install git+https://github.com/nicolaspanel/numjs.git
Changes
Please refer to changes file.
Benchmark
Please refer to benchmark file.
Contact Information
QQ: 277195007, WeChat: xrd_ustc, E-mail: xrd@ustc.edu
1 maintainer
Metadata
1 maintainer
Release files for derivx 0.3.7.1
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Built distributions (wheels)
| File | Reset | |||
|---|---|---|---|---|
| derivx-0.3.7.1-cp310-cp310-win_amd64.whl | CPython 3.10 | CPython 3.10 | Windows x86-64 | Details |
| derivx-0.3.7.1-cp39-cp39-win_amd64.whl | CPython 3.9 | CPython 3.9 | Windows x86-64 | Details |
| derivx-0.3.7.1-cp38-cp38-win_amd64.whl | CPython 3.8 | CPython 3.8 | Windows x86-64 | Details |
| derivx-0.3.7.1-cp37-cp37m-win_amd64.whl | CPython 3.7 | CPython 3.7 pymalloc | Windows x86-64 | Details |
| derivx-0.3.7.1-cp36-cp36m-win_amd64.whl | CPython 3.6 | CPython 3.6 pymalloc | Windows x86-64 | Details |
Total release size: 2.9 MB
Release files / derivx-0.3.7.1-cp310-cp310-win_amd64.whl
| Download URL | derivx-0.3.7.1-cp310-cp310-win_amd64.whl |
|---|---|
| Size | 575.9 kB |
| Tags | CPython 3.10 Windows x86-64 |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/3.4.2 importlib_metadata/4.6.1 pkginfo/1.7.1 requests/2.26.0 requests-toolbelt/0.9.1 tqdm/4.61.2 CPython/3.7.9
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Release files / derivx-0.3.7.1-cp39-cp39-win_amd64.whl
| Download URL | derivx-0.3.7.1-cp39-cp39-win_amd64.whl |
|---|---|
| Size | 575.9 kB |
| Tags | CPython 3.9 Windows x86-64 |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/3.4.2 importlib_metadata/4.6.1 pkginfo/1.7.1 requests/2.26.0 requests-toolbelt/0.9.1 tqdm/4.61.2 CPython/3.7.9
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Release files / derivx-0.3.7.1-cp38-cp38-win_amd64.whl
| Download URL | derivx-0.3.7.1-cp38-cp38-win_amd64.whl |
|---|---|
| Size | 575.8 kB |
| Tags | CPython 3.8 Windows x86-64 |
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SHA-256 checksum How to use checksums |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/3.4.2 importlib_metadata/4.6.1 pkginfo/1.7.1 requests/2.26.0 requests-toolbelt/0.9.1 tqdm/4.61.2 CPython/3.7.9
|
Release files / derivx-0.3.7.1-cp37-cp37m-win_amd64.whl
| Download URL | derivx-0.3.7.1-cp37-cp37m-win_amd64.whl |
|---|---|
| Size | 574.2 kB |
| Tags | CPython 3.7 CPython 3.7 pymalloc Windows x86-64 |
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SHA-256 checksum How to use checksums |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/3.4.2 importlib_metadata/4.6.1 pkginfo/1.7.1 requests/2.26.0 requests-toolbelt/0.9.1 tqdm/4.61.2 CPython/3.7.9
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Release files / derivx-0.3.7.1-cp36-cp36m-win_amd64.whl
| Download URL | derivx-0.3.7.1-cp36-cp36m-win_amd64.whl |
|---|---|
| Size | 574.3 kB |
| Tags | CPython 3.6 CPython 3.6 pymalloc Windows x86-64 |
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SHA-256 checksum How to use checksums |
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| Upload date | |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
twine/3.4.2 importlib_metadata/4.6.1 pkginfo/1.7.1 requests/2.26.0 requests-toolbelt/0.9.1 tqdm/4.61.2 CPython/3.7.9
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