Composable financial contracts with Monte Carlo valuation
Project description
Monte Carlo Contracts
Composable financial contracts with Monte Carlo valuation. This module employs ideas from How to Write a Financial Contract by S. L. Peyton Jones and J-M. Eber. However, the implementation is not based on functional programming but rather using an object oriented approach. Also, this implementation is tailored towards Monte Carlo based cashflow generation whereas the paper favours more general methods.
Features
monte-carlo-contractsis a single file Python project
Install
You can install monte-carlo-contracts using pip with
pip3 install monte-carlo-contracts
or you can simply download mcc.py and then run it using python3 with
python3 mcc.py
History
0.1.0 (2020-09-22)
- Created using cookiecutter-pyscript
Credits
Main developer is luphord luphord@protonmail.com. cookiecutter-pyscript is used as project template.
History
0.1.0 (2020-09-22)
- Initial release.
Release history Release notifications | RSS feed
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