A library for differentiable option pricing.
Project description
volax: A python library for differentiable option pricing.
Table of Contents
Introduction
This library implements option pricing models in a manner which allows for differentiation by JAX's AutoGrad functionality.
Installation
The easist way to install the library is via the pip package for your platform:
| Platform | Instructions |
|---|---|
| CPU | pip install -U volax |
| NVIDIA GPU w/CUDA12 | pip install -U "volax[cuda12]" |
| NVIDIA GPU w/CUDA13 | pip install -U "volax[cuda13]" |
The difference between each package is the version of JAX that will be installed.
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 Distribution
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 volax-0.1.0.tar.gz.
File metadata
- Download URL: volax-0.1.0.tar.gz
- Upload date:
- Size: 15.3 kB
- Tags: Source
- Uploaded using Trusted Publishing? No
- Uploaded via: uv/0.11.2 {"installer":{"name":"uv","version":"0.11.2","subcommand":["publish"]},"python":null,"implementation":{"name":null,"version":null},"distro":{"name":"Ubuntu","version":"25.10","id":"questing","libc":null},"system":{"name":null,"release":null},"cpu":null,"openssl_version":null,"setuptools_version":null,"rustc_version":null,"ci":null}
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
91a230be4b3545dd64bf10345576f5c508a934dd3a93512ff3dce570b0a339f5
|
|
| MD5 |
fb137acf4c54931823dda1e21a72e1fa
|
|
| BLAKE2b-256 |
8497a4f1e1da7959a926377f02ad5370f29b1d24f60337da5ffd2a8d6edf3921
|
File details
Details for the file volax-0.1.0-py3-none-any.whl.
File metadata
- Download URL: volax-0.1.0-py3-none-any.whl
- Upload date:
- Size: 21.9 kB
- Tags: Python 3
- Uploaded using Trusted Publishing? No
- Uploaded via: uv/0.11.2 {"installer":{"name":"uv","version":"0.11.2","subcommand":["publish"]},"python":null,"implementation":{"name":null,"version":null},"distro":{"name":"Ubuntu","version":"25.10","id":"questing","libc":null},"system":{"name":null,"release":null},"cpu":null,"openssl_version":null,"setuptools_version":null,"rustc_version":null,"ci":null}
File hashes
| Algorithm | Hash digest | |
|---|---|---|
| SHA256 |
35a987a6d303674b236a3a11e0be18010af19154d6cdde711515a200649021d9
|
|
| MD5 |
71bd606e9dfd31ae6916153f943fc480
|
|
| BLAKE2b-256 |
3608c1c1886059565e45c3937d1f751118abd950f314cd8c35e21b1649bc1e8f
|
