dxlib 0.1.3

Quantitative Methods for Finance

Quantitative Analysis library

Contains basic methods, interfaces and integration calls for statistical tools, as well as for data gathering functions.

Installation

pip install dxlib

Quickstart

from dxlib import finite_differences

import numpy
import matplotlib.pyplot

x = np.arange(-3, 3, h)
y = np.tanh(x)

dy = finite_differences(x, y)

A visual graph of the finite differences should be plotted, and the numerical values for the differentiation at the point x returned.