pygbm-xzy 0.1.0.post3

A Python package for simulating Geometric Brownian Motion (GBM).

pygbm — Geometric Brownian Motion Simulator

pygbm is a lightweight Python package for simulating Geometric Brownian Motion (GBM) paths. It provides both a Python API and a command-line interface, with documentation hosted on Read the Docs.

Documentation
https://geometric-brownian-motion-simulations.readthedocs.io/en/latest/

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Installation

Install from PyPI

Once published on PyPI, the package can be installed directly via:

pip install pygbm_xzy

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Install from Source (Editable Mode)

Alternatively, clone the repository and install the package in editable mode:

git clone https://github.com/ZZZiyao/Geometric-Brownian-motion-simulations.git
cd Geometric-Brownian-motion-simulations
pip install -e .

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Description

Geometric Brownian Motion (GBM) is a stochastic process commonly used to model multiplicative random dynamics. It satisfies the stochastic differential equation:

dY(t) = μ Y(t) dt + σ Y(t) dB(t)

where μ is the drift coefficient and σ is the diffusion coefficient.

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Features

• Object-oriented design with a shared base class
• Simulation of GBM paths using the analytical solution
• Simple Python interface
• Command-line interface
• Automatically generated documentation using Sphinx and Read the Docs

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Usage

Python Interface

from pygbm.gbm_simulator 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")

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Command-Line Interface

pygbm simulate --y0 1.0 --mu 0.05 --sigma 0.2 --T 1.0 --N 100 --output gbm_plot.png

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Documentation

Full documentation, including the API reference and an example notebook, is available at:

https://geometric-brownian-motion-simulations.readthedocs.io/en/latest/pygbm

The documentation is automatically built and published using Read the Docs.

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Contributing

Contributions are welcome.
Fork the repository and submit a pull request.

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License

This project is licensed under the MIT License.