pygbm-hej 0.1.0.post2

A Python package for simulating Geometric Brownian Motion.

pygbm

Geometric Brownian Motions simulation exercise from C1 example class

Features

Simulation of GBM Easy Python API Command-line tool Path plotting Save plots to file

Installation

Install pygbm using pip: $ pip install pygbm

or from source files using: $ pip install -e /path/to/source

Dependencies

∙Python 3.9+ ∙matplotlib ∙numpy

Usage

∙Example code:

from pygbm.gbm_simulation import GBMSimulator
simulator = GBMSimulator(y0=1.0, mu=0.05, sigma=0.2)
t_values, y_values = simulator.simulate_path(T=1.0, N=100)
simulator.plot_path(t_values, y_values)

∙Baseline example plot see gbm_plot.png

∙For the command-line interface, one should be able to run something like: pygbm --y0 1.0 --mu 0.05 --sigma 0.2 --T 1.0 --N 100 --output gbm_plot.png, this command should produce a plot of the simulated path as an output.

Documentation

Link to the [document page (to be added)]

Contribution

Contributors via pull requests are welcome.

License

MIT License