Factual package intelligence from PyPI

calibration-nn 0.2.0 package intelligence

Open-source Python calibration engine that uses neural networks as fast surrogates to calibrate stochastic volatility models (Heston, rough Heston, Bates, SABR, …) to implied volatility surfaces.

pip install calibration-nn

Current version
0.2.0
Python requirement
>=3.8
License
GNU General Public License v3 (GPLv3)
Distribution type
Pure Python wheel
Release files
2 (1 wheels, 1 source)
Download size
42.1 MiB
Release history
1 releases with files
Median release cadence
Not enough dated releases

calibration-nn dependencies

PyPI declares 5 unique dependency rules for this release. Environment markers are shown when supplied by the project.

  1. torch
  2. numpy
  3. pandas
  4. scipy
  5. PyYAML

Compatibility and release files

calibration-nn publishes 1 wheel and 1 source archive for version 0.2.0. Wheel platform tags: any.

No version-specific Python classifiers are declared.

Release activity and sources

PyPI lists 1 release with files. The first dated release is ; 1 release falls within the 365 days preceding the latest dated release. The current release files were uploaded on .