Metadata-Version: 2.1
Name: beacon-trellis
Version: 0.1.0
Summary: Trellis is a deep hedging and deep pricing framework for quantitative finance
Home-page: https://github.com/Beacon-Platform/trellis
Author: Benjamin Pryke
Author-email: ben.pryke@beacon.io
Maintainer: Beacon Platform
License: MIT
Project-URL: Maintainer Homepage, https://www.beacon.io
Description: # Trellis: Deep Hedging and Deep Pricing
        
        Trellis is a deep hedging and deep pricing framework with the primary purpose of furthering research into the use of neural networks as a replacement for classical analytical methods for pricing and hedging financial instruments.
        
        The project is built in Python on top of TensorFlow and Keras.
        
        Trellis was originally developed by engineers at [Beacon Platform](https://beacon.io) to conduct research into the deep hedging technique and foster collaboration within the finance industry and with academia.
        
        If you are using this in your own project or research, we would be interested to hear from you.
        
        ## Installation
        
        Trellis is available on PyPi, simply install with `pip`.
        
            pip install beacon-trellis
        
        Note that only TensorFlow version 2.1.0 is currently supported.
        
        To use, simply
        
            import trellis
        
        See `dh_european_option.py` and `dh_variable_annuity.py` for examples of how to use the models and visualisations provided.
        
        ## Coming Soon
        
        - Example Jupyter Notebooks
        - TensorFlow 2.2.0 support
        - ReadTheDocs documentation
        
        ## Contribution guidelines
        
        If you want to contribute to the project, be sure to review the [contribution guidelines](CONTRIBUTING.md).
        
        ## Contact Information
        
        - For technical questions or bugs please [log an issue](https://github.com/Beacon-Platform/trellis/issues).
        - For business enquiries, please contact [Beacon Platform](https://www.beacon.io/contact) directly.
        - [Beacon Platform Twitter](https://twitter.com/PlatformBeacon).
        - [Beacon Platform LinkedIn](https://www.linkedin.com/company/beacon-platform-inc/).
        - Maintained by [Benjamin Pryke](https://github.com/benpryke).
        
        ## License
        
        [MIT](LICENSE)
        
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Python: >=3.5
Description-Content-Type: text/markdown
