Metadata-Version: 1.2
Name: mafipy
Version: 0.1.dev12
Summary:  
Home-page: UNKNOWN
Maintainer: i05nagai
Maintainer-email: 
License: UNKNOWN
Description: .. image:: https://travis-ci.org/i05nagai/mafipy.svg?branch=master
           :target: https://travis-ci.org/i05nagai/mafipy
        
        .. image:: https://circleci.com/gh/i05nagai/mafipy.svg?style=svg
            :target: https://circleci.com/gh/i05nagai/mafipy
        
        .. image:: https://codeclimate.com/github/i05nagai/mafipy/badges/gpa.svg
           :target: https://codeclimate.com/github/i05nagai/mafipy
           :alt: Code Climate
        
        .. image:: https://codeclimate.com/github/i05nagai/mafipy/badges/coverage.svg
           :target: https://codeclimate.com/github/i05nagai/mafipy/coverage
           :alt: Test Coverage
        
        .. image:: https://codeclimate.com/github/i05nagai/mafipy/badges/issue_count.svg
           :target: https://codeclimate.com/github/i05nagai/mafipy
           :alt: Issue Count
        
        .. image:: https://badges.gitter.im/mafipy/Lobby.svg
           :alt: Join the chat at https://gitter.im/mafipy/Lobby
           :target: https://gitter.im/mafipy/Lobby?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge
        
        
        mafipy
        ======
        
        Description
        ============
        
        mathmatical finance in python.
        Supported methods are belows:
        
        * replication method
        
          * QuantoCMS
        
        * Analytic formula
        
          * Black Scholes
        
          * Black
        
          * SABR
        
        * Quasi Monte Carlo
        
          * sobol sequence (cython) up to 21202 dimension
        
        Installation
        ============
        
        .. code:: shell
        
           pip install mafipy
        
        Run examples
        
        .. code:: shell
        
           git clone https://github.com/i05nagai/mafipy.git
           cd mafipy
           python examples/plot_smile_curve_sabr.py
        
        You will see the following drawing.
        
        .. image:: ./docs/images/examples/plot_simle_curve_sabr.png
           :target: ./docs/images/examples/plot_simle_curve_sabr.png
           :height: 400px
           :width: 500 px
           :align: center
        
        Documentation
        =============
        * `API document`_ 
        
          .. _API document: https://i05nagai.github.io/mafipy_docs/html/
        
        * `Benchmarks`_
        
          .. _`Benchmarks`: https://i05nagai.github.io/mafipy_benchmarks/html/
        
        Contributing
        ============
        Set up development environment.
        
        .. code:: shell
        
           git clone https://github.com/i05nagai/mafipy.git
           cd mafipy
           git submodule init
           git submodule update
           pip install -r requirements.txt
        
        
        Builds
        ------
        
        To generate c files,
        
        .. code:: shell
        
           python setup.py build_ext
        
        
        Test
        -----
        
        To run tests, you additionally need to install `pytest`.
        
        .. code:: shell
        
           pip install -r requirements-dev.txt
           python setup.py test
        
        
        Benchmarks
        ----------
        
        `asv` is required to execute benchmarks.
        You can install `asv` by `pip`.
        
        .. code:: shell
        
           pip install asv
        
        Then 
        
        .. code:: shell
        
           # execute benchmarks
           python setup.py benchmark
           # generate html file from the results
           python setup.py benchmark_publish
           # preview the generated html through local server
           python setup.py benchmark_preview
        
        Release
        --------
        Suppose that we create the version `v.X.Y.Z`.
        We follow `PEP0440`_ compatible versioning rule.
        
        .. _`PEP0440`: https://www.python.org/dev/peps/pep-0440/
        
        In Circle CI, every built creates release files in `master` brnach.
        Make sure that the release files are properly created before releasing.
        
        
        1. Create git tag locally
        
        .. code-block:: shell
        
            git tag -a vX.Y.Z master
            # for testing purpose, in this case, the package will be uploaded to test.pypi.org
            git tag -a vX.Y.Zdev master
        
        2. Push git tag to remote
        
        .. code-block:: shell
        
            git push origin vX.Y.Z
        
        3. Circle CI build and run tests. After all tests passed, Circle CI make a release to GitHub and upload wheels to PyPI.
        
        Related Projects
        ================
        * `GitHub - lballabio/QuantLib: The QuantLib C++ library <https://github.com/lballabio/QuantLib>`_
        
          * One of the best library for mathmatical finance.
            The library is written in C++. 
            There are many wrapper projects of the QuantLib.
        * `GitHub - finmath/finmath-lib: Mathematical Finance Library: Algorithms and methodologies related to mathematical finance. <https://github.com/finmath/finmath-lib>`_
        
          * Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.
            The library is written in Java.
        
Platform: UNKNOWN
Classifier:  Development Status :: 1 - Planning
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Developers
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3.5
Classifier: Topic :: Software Development
Classifier: Topic :: Scientific/Engineering
Classifier: Operating System :: Unix
Classifier: Operating System :: MacOS
