/greeks

Derivatives models written with the Tributary data flow library

Primary LanguagePythonApache License 2.0Apache-2.0

greeks

greeks is a library for modeling financial instruments using lazy and/or streaming graphs.

Build Status Coverage PyPI PyPI

Installation

pip install greeks

Overview

greeks is built on tributary, a library for constructing dataflow graphs in Python.

Support / Contributors

Thanks to the following organizations for providing code or financial support.

Nemoulous

License

This software is licensed under the Apache 2.0 license. See the LICENSE file for details.