Options pricing and volatility model library
Project description
pm-model
Options pricing and volatility model library written in Rust with Python bindings.
Features
- Black-76 option pricing
- Binary option pricing
- Implied volatility calibration
- Volatility surface modeling
- Forward model
- Calendar utilities
Installation
pip install pm-model
Usage
import pm_model
Release history Release notifications | RSS feed
Download files
Download the file for your platform. If you're not sure which to choose, learn more about installing packages.
Source Distributions
Built Distributions
Filter files by name, interpreter, ABI, and platform.
If you're not sure about the file name format, learn more about wheel file names.
Copy a direct link to the current filters
File details
Details for the file pm_model-0.1.12-cp312-abi3-win_amd64.whl.
File metadata
- Download URL: pm_model-0.1.12-cp312-abi3-win_amd64.whl
- Upload date:
- Size: 456.9 kB
- Tags: CPython 3.12+, Windows x86-64
- Uploaded using Trusted Publishing? Yes
- Uploaded via: twine/6.1.0 CPython/3.13.7
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
c5567221e36516bd8ff1e04b41a47384b3ce11afb0eccfcbbb043d5a821357b1
|
|
| MD5 |
5a07039034d5353e2fab0410952e4eac
|
|
| BLAKE2b-256 |
848ec7b4fd0f5b2b490694285980530e9b3f4ea69b84d21b496aa66104cfbaba
|
Provenance
The following attestation bundles were made for pm_model-0.1.12-cp312-abi3-win_amd64.whl:
Publisher:
publish.yml on kechen1998/pm-model
-
Statement:
-
Statement type:
https://in-toto.io/Statement/v1 -
Predicate type:
https://docs.pypi.org/attestations/publish/v1 -
Subject name:
pm_model-0.1.12-cp312-abi3-win_amd64.whl -
Subject digest:
c5567221e36516bd8ff1e04b41a47384b3ce11afb0eccfcbbb043d5a821357b1 - Sigstore transparency entry: 1004367102
- Sigstore integration time:
-
Permalink:
kechen1998/pm-model@fc3210d24019e191c2b1e593a354fe7b1211b11b -
Branch / Tag:
refs/heads/main - Owner: https://github.com/kechen1998
-
Access:
private
-
Token Issuer:
https://token.actions.githubusercontent.com -
Runner Environment:
github-hosted -
Publication workflow:
publish.yml@fc3210d24019e191c2b1e593a354fe7b1211b11b -
Trigger Event:
push
-
Statement type:
File details
Details for the file pm_model-0.1.12-cp312-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl.
File metadata
- Download URL: pm_model-0.1.12-cp312-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl
- Upload date:
- Size: 669.6 kB
- Tags: CPython 3.12+, manylinux: glibc 2.17+ x86-64
- Uploaded using Trusted Publishing? Yes
- Uploaded via: twine/6.1.0 CPython/3.13.7
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
fbd575531d3af38b06ee351c47c30262c65f5242f178bace3c9a9ebb2d97f92e
|
|
| MD5 |
73b54fd8a6ea33bf761c59a38289a37b
|
|
| BLAKE2b-256 |
5623d888cfddd6f75ea20dab13630e614364651cb077fff4429bff7570715d2d
|
Provenance
The following attestation bundles were made for pm_model-0.1.12-cp312-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl:
Publisher:
publish.yml on kechen1998/pm-model
-
Statement:
-
Statement type:
https://in-toto.io/Statement/v1 -
Predicate type:
https://docs.pypi.org/attestations/publish/v1 -
Subject name:
pm_model-0.1.12-cp312-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl -
Subject digest:
fbd575531d3af38b06ee351c47c30262c65f5242f178bace3c9a9ebb2d97f92e - Sigstore transparency entry: 1004367104
- Sigstore integration time:
-
Permalink:
kechen1998/pm-model@fc3210d24019e191c2b1e593a354fe7b1211b11b -
Branch / Tag:
refs/heads/main - Owner: https://github.com/kechen1998
-
Access:
private
-
Token Issuer:
https://token.actions.githubusercontent.com -
Runner Environment:
github-hosted -
Publication workflow:
publish.yml@fc3210d24019e191c2b1e593a354fe7b1211b11b -
Trigger Event:
push
-
Statement type:
File details
Details for the file pm_model-0.1.12-cp312-abi3-macosx_11_0_arm64.whl.
File metadata
- Download URL: pm_model-0.1.12-cp312-abi3-macosx_11_0_arm64.whl
- Upload date:
- Size: 559.1 kB
- Tags: CPython 3.12+, macOS 11.0+ ARM64
- Uploaded using Trusted Publishing? Yes
- Uploaded via: twine/6.1.0 CPython/3.13.7
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
eb480c9fa5e19b29f9abe08b6cf4f0511498391f8fc6f17582b47c15e115bb5b
|
|
| MD5 |
d5478fcb242203f4e6d2d8b23687ae5f
|
|
| BLAKE2b-256 |
25bd8681eb0f4ee6dfce1d305d1f0f65e8cd1860c49e753e5a12f017f2580fb4
|
Provenance
The following attestation bundles were made for pm_model-0.1.12-cp312-abi3-macosx_11_0_arm64.whl:
Publisher:
publish.yml on kechen1998/pm-model
-
Statement:
-
Statement type:
https://in-toto.io/Statement/v1 -
Predicate type:
https://docs.pypi.org/attestations/publish/v1 -
Subject name:
pm_model-0.1.12-cp312-abi3-macosx_11_0_arm64.whl -
Subject digest:
eb480c9fa5e19b29f9abe08b6cf4f0511498391f8fc6f17582b47c15e115bb5b - Sigstore transparency entry: 1004367106
- Sigstore integration time:
-
Permalink:
kechen1998/pm-model@fc3210d24019e191c2b1e593a354fe7b1211b11b -
Branch / Tag:
refs/heads/main - Owner: https://github.com/kechen1998
-
Access:
private
-
Token Issuer:
https://token.actions.githubusercontent.com -
Runner Environment:
github-hosted -
Publication workflow:
publish.yml@fc3210d24019e191c2b1e593a354fe7b1211b11b -
Trigger Event:
push
-
Statement type:
