Factual package intelligence from PyPI

fourier-option-pricer 0.5.1 package intelligence

Fourier-based European option pricing with Carr-Madan FFT, FRFT, and COS under characteristic-function models.

pip install fourier-option-pricer

Current version
0.5.1
Python requirement
>=3.10
License
MIT
Distribution type
Pure Python wheel
Release files
2 (1 wheels, 1 source)
Download size
277.8 KiB
Release history
8 releases with files
Median release cadence
1 days

fourier-option-pricer dependencies

PyPI declares 26 unique dependency rules for this release. Environment markers are shown when supplied by the project.

  1. numpy >=1.26
  2. scipy >=1.10
  3. matplotlib >=3.7
  4. statsmodels >=0.14
  5. pyfeng >=0.4.0

The compact report shows 12 of 26 declarations. The interactive dependency graph loads the complete metadata.

Compatibility and release files

fourier-option-pricer publishes 1 wheel and 1 source archive for version 0.5.1. Wheel platform tags: any.

Declared Python classifiers: 3.10, 3.11, 3.12.

Release activity and sources

PyPI lists 8 releases with files. The first dated release is ; 8 releases fall within the 365 days preceding the latest dated release. The current release files were uploaded on . The preceding dated release was .