A Python package for simulating Geometric Brownian Motion.
Project description
pygbm
Installation
To install, run:
git clone https://github.com/yourusername/pygbm_package.git
cd pygbm_package
pip install -e .
The pygbm package is a Python package designed to simulate Geometric Brownian Motion.
Features
- Base
GBMSimulatorclass with core attributes and methods
Usage
Python Interface
Here's a quick example of how to use the package:
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, output="gbm_plot.png")
Command-line Interface
pygbm --y0 1.0 --mu 0.05 --sigma 0.2 --T 1.0 --N 100 --output gbm_plot.png
Documentation
Visit our documentation page.
Contributing
Contributions are welcome! Fork our repository and submit a pull request.
License
This project is licensed under the MIT License - see the LICENSE file for details.
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 Distribution
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 pygbm_ol_test-0.1.0-py3-none-any.whl.
File metadata
- Download URL: pygbm_ol_test-0.1.0-py3-none-any.whl
- Upload date:
- Size: 45.1 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: twine/6.2.0 CPython/3.12.12
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
85dad59686520793512dc1d9f16cfd5fe62fc314ba86c6f0a577a7f9e60c14cc
|
|
| MD5 |
22eece8ebc3d494a190beedcd394df6c
|
|
| BLAKE2b-256 |
9d05bb16df2e45c25e9e0ddbf8371311f76cc4dbdf6af35177fca890cae554ae
|
