derivflow-finance 0.1.2__tar.gz

derivflow_finance-0.1.2/LICENSE

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+MIT License
+
+Copyright (c) 2025 Jeevan B A
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.

derivflow_finance-0.1.2/MANIFEST.in

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+# Include documentation and metadata files
+include README.md
+include LICENSE
+include requirements.txt
+include pyproject.toml
+include MANIFEST.in
+
+# Include all Python files
+recursive-include src *.py
+recursive-include src *.pyx
+recursive-include src *.pxd
+
+# Include documentation
+recursive-include docs *.rst
+recursive-include docs *.md
+recursive-include docs *.txt
+recursive-include docs Makefile
+recursive-include docs *.py
+
+# Include examples and notebooks
+recursive-include examples *.py
+recursive-include examples *.ipynb
+recursive-include notebooks *.ipynb
+
+# Include test files
+recursive-include tests *.py
+
+# Exclude unnecessary files
+global-exclude *.pyc
+global-exclude *.pyo
+global-exclude *.pyd
+global-exclude __pycache__
+global-exclude .git*
+global-exclude .coverage*
+global-exclude .pytest_cache
+prune **/__pycache__
+prune **/.pytest_cache

derivflow_finance-0.1.2/PKG-INFO

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+Metadata-Version: 2.4
+Name: derivflow-finance
+Version: 0.1.2
+Summary: Advanced derivatives analytics platform for quantitative finance
+Home-page: https://github.com/jeevanba273/derivflow-finance
+Author: Jeevan B A
+Author-email: Jeevan B A <jeevanba273@gmail.com>
+Maintainer-email: Jeevan B A <jeevanba273@gmail.com>
+License: MIT
+Project-URL: Homepage, https://github.com/jeevanba273/derivflow-finance
+Project-URL: Documentation, https://github.com/jeevanba273/derivflow-finance/wiki
+Project-URL: Repository, https://github.com/jeevanba273/derivflow-finance.git
+Project-URL: Bug Tracker, https://github.com/jeevanba273/derivflow-finance/issues
+Keywords: derivatives,finance,quantitative,options,pricing,risk,analytics,monte-carlo,black-scholes,greeks
+Platform: any
+Classifier: Development Status :: 4 - Beta
+Classifier: Intended Audience :: Financial and Insurance Industry
+Classifier: Intended Audience :: Science/Research
+Classifier: Intended Audience :: Developers
+Classifier: Topic :: Office/Business :: Financial
+Classifier: Topic :: Scientific/Engineering :: Mathematics
+Classifier: License :: OSI Approved :: MIT License
+Classifier: Programming Language :: Python :: 3
+Classifier: Programming Language :: Python :: 3.8
+Classifier: Programming Language :: Python :: 3.9
+Classifier: Programming Language :: Python :: 3.10
+Classifier: Programming Language :: Python :: 3.11
+Classifier: Programming Language :: Python :: 3.12
+Requires-Python: >=3.8
+Description-Content-Type: text/markdown
+License-File: LICENSE
+Requires-Dist: numpy>=1.20.0
+Requires-Dist: scipy>=1.7.0
+Requires-Dist: pandas>=1.3.0
+Requires-Dist: matplotlib>=3.4.0
+Requires-Dist: plotly>=5.0.0
+Requires-Dist: numba>=0.56.0
+Requires-Dist: yfinance>=0.1.70
+Requires-Dist: scikit-learn>=1.0.0
+Provides-Extra: dev
+Requires-Dist: pytest>=6.0; extra == "dev"
+Requires-Dist: pytest-cov>=2.0; extra == "dev"
+Requires-Dist: black>=21.0; extra == "dev"
+Requires-Dist: flake8>=3.9; extra == "dev"
+Requires-Dist: mypy>=0.910; extra == "dev"
+Requires-Dist: jupyter>=1.0.0; extra == "dev"
+Provides-Extra: docs
+Requires-Dist: sphinx>=4.0; extra == "docs"
+Requires-Dist: sphinx-rtd-theme>=1.0; extra == "docs"
+Requires-Dist: myst-parser>=0.15; extra == "docs"
+Provides-Extra: visualization
+Requires-Dist: plotly>=5.0.0; extra == "visualization"
+Requires-Dist: matplotlib>=3.4.0; extra == "visualization"
+Requires-Dist: seaborn>=0.11.0; extra == "visualization"
+Dynamic: author
+Dynamic: home-page
+Dynamic: license-file
+Dynamic: platform
+Dynamic: requires-python
+
+# 🚀 DERIVFLOW-FINANCE
+
+**Advanced Derivatives Analytics Platform for Quantitative Finance**
+
+[![PyPI version](https://badge.fury.io/py/derivflow-finance.svg)](https://badge.fury.io/py/derivflow-finance)
+[![Python](https://img.shields.io/pypi/pyversions/derivflow-finance.svg)](https://pypi.org/project/derivflow-finance/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+[![Downloads](https://pepy.tech/badge/derivflow-finance)](https://pepy.tech/project/derivflow-finance)
+
+**DERIVFLOW-FINANCE** is a comprehensive, professional-grade derivatives analytics platform built for quantitative finance professionals, researchers, and institutions. It provides advanced pricing models, risk analytics, and portfolio management tools with institutional-quality accuracy and performance.
+
+## 🌟 **Key Features**
+
+### 📊 **Advanced Pricing Models**
+
+- **Multiple Methodologies**: Black-Scholes analytical, Binomial trees, Monte Carlo simulation
+- **Exotic Options**: Barrier options (all variants), Asian options (arithmetic/geometric)
+- **Stochastic Models**: Heston stochastic volatility model with calibration
+- **Greeks Calculation**: Complete 1st, 2nd, and 3rd order Greeks with advanced sensitivities
+
+### 💹 **Real-Time Market Data**
+
+- **Live Data Integration**: Yahoo Finance API with intelligent caching
+- **Options Chains**: Complete options data with implied volatilities
+- **Historical Analytics**: Volatility calculation and risk-free rate extraction
+- **Market Status**: Real-time market hours and trading status
+
+### 📈 **Professional Risk Management**
+
+- **Portfolio Analytics**: Multi-asset portfolio construction and valuation
+- **VaR Calculation**: Parametric and Monte Carlo Value-at-Risk
+- **Scenario Analysis**: Stress testing with custom scenarios
+- **Hedging Optimization**: Delta hedging and risk minimization
+
+### 🎨 **Interactive Visualizations**
+
+- **3D Volatility Surfaces**: Professional volatility modeling with interpolation
+- **Greeks Dashboards**: Interactive sensitivity analysis
+- **Payoff Diagrams**: Option payoff and P&L visualization
+- **Risk Charts**: Portfolio risk decomposition and analytics
+
+## 🚀 **Quick Start**
+
+### Installation
+
+```bash
+pip install derivflow-finance
+```
+
+### Basic Usage
+
+```python
+from derivflow import PricingEngine, GreeksCalculator, VolatilitySurface
+
+# Price a European option
+from derivflow.core import price_european_option
+price = price_european_option(S=100, K=105, T=0.25, r=0.05, sigma=0.2, option_type='call')
+print(f"Option Price: ${price:.2f}")
+
+# Calculate Greeks
+from derivflow.greeks import GreeksCalculator
+calc = GreeksCalculator()
+greeks = calc.calculate_greeks(S=100, K=105, T=0.25, r=0.05, sigma=0.2, option_type='call')
+print(f"Delta: {greeks.delta:.4f}")
+
+# Price exotic options
+from derivflow.exotic import BarrierOptions, AsianOptions
+
+# Barrier option
+barrier = BarrierOptions()
+result = barrier.price(S=100, K=105, H=95, T=0.25, r=0.05, sigma=0.2, 
+                      barrier_type='down_and_out', option_type='call')
+print(f"Barrier Option: ${result.price:.4f}")
+
+# Asian option with variance reduction
+asian = AsianOptions()
+result = asian.price(S=100, K=105, T=0.25, r=0.05, sigma=0.2, 
+                    option_type='call', asian_type='arithmetic')
+print(f"Asian Option: ${result.price:.4f} ± {result.std_error:.4f}")
+```
+
+### Portfolio Risk Analytics
+
+```python
+from derivflow.portfolio import PortfolioRiskAnalyzer
+
+# Create portfolio
+portfolio = PortfolioRiskAnalyzer()
+
+# Add positions
+portfolio.add_stock_position('AAPL', quantity=100, current_price=150, volatility=0.25)
+portfolio.add_option_position('AAPL', quantity=10, current_price=150, 
+                             strike=155, expiry=0.25, option_type='call', volatility=0.25)
+
+# Calculate risk metrics
+portfolio_value = portfolio.calculate_portfolio_value()
+greeks = portfolio.calculate_portfolio_greeks()
+var_95, es_95 = portfolio.calculate_var_parametric(0.95)
+
+print(f"Portfolio Value: ${portfolio_value:,.2f}")
+print(f"Portfolio Delta: {greeks['delta']:.2f}")
+print(f"95% VaR: ${var_95:,.2f}")
+```
+
+### Volatility Surface Modeling
+
+```python
+from derivflow.volatility import create_sample_surface
+
+# Create and build volatility surface
+surface = create_sample_surface()
+surface.build_surface()
+
+# Get volatility smile
+smile = surface.get_smile(expiry=0.25, num_points=10)
+
+# Interpolate volatility
+vol = surface.interpolate(strike=102, expiry=0.33)
+print(f"Interpolated Volatility: {vol:.1%}")
+```
+
+## 🎯 **Advanced Features**
+
+### Stochastic Volatility Models
+
+```python
+from derivflow.models import HestonModel
+
+# Heston stochastic volatility
+heston = HestonModel()
+heston.set_parameters(v0=0.04, kappa=2.0, theta=0.04, sigma=0.3, rho=-0.7)
+
+# Price with stochastic volatility
+result = heston.price_option(S=100, K=105, T=0.25, r=0.05, 
+                            option_type='call', method='monte_carlo')
+print(f"Heston Price: ${result.price:.4f}")
+```
+
+### Real-Time Market Data
+
+```python
+from derivflow.utils import AdvancedMarketData
+
+# Get live market data
+market_data = AdvancedMarketData()
+price, timestamp = market_data.get_current_price('AAPL')
+vol = market_data.get_historical_volatility('AAPL', days=30)
+
+print(f"Current AAPL: ${price:.2f}")
+print(f"30-day Volatility: {vol:.1%}")
+```
+
+## 📊 **Performance Benchmarks**
+
+DERIVFLOW-FINANCE is optimized for institutional-grade performance:
+
+- **Black-Scholes Pricing**: 4,000+ options per second
+- **Monte Carlo Simulation**: 10,000 paths in <0.2 seconds
+- **Asian Options**: 1,500x variance reduction with control variates
+- **Greeks Calculation**: Complete sensitivity analysis in milliseconds
+
+## 🎓 **Use Cases**
+
+### **Investment Banking & Trading**
+
+- Derivatives structuring and pricing
+- Real-time risk management
+- Volatility trading strategies
+- Exotic products development
+
+### **Academic Research**
+
+- Financial engineering research
+- Quantitative finance education
+- PhD dissertations and papers
+- Teaching materials and examples
+
+### **Portfolio Management**
+
+- Multi-asset portfolio construction
+- Risk analytics and VaR calculation
+- Hedging strategy optimization
+- Stress testing and scenario analysis
+
+### **Fintech Development**
+
+- Pricing engines for trading platforms
+- Risk management systems
+- Regulatory compliance tools
+- API development for financial services
+
+## 🛠️ **Installation Options**
+
+### Standard Installation
+
+```bash
+pip install derivflow-finance
+```
+
+### Development Installation
+
+```bash
+pip install derivflow-finance[dev]
+```
+
+### Full Installation (all features)
+
+```bash
+pip install derivflow-finance[visualization,testing,docs]
+```
+
+## 📚 **Documentation**
+
+- **API Reference**: Complete function and class documentation
+- **User Guide**: Step-by-step tutorials and examples
+- **Theory Guide**: Mathematical foundations and model explanations
+- **Examples**: Jupyter notebooks with real-world applications
+
+## 🤝 **Contributing**
+
+We welcome contributions from the quantitative finance community! Please see our [Contributing Guide](CONTRIBUTING.md) for details.
+
+### Development Setup
+
+```bash
+git clone https://github.com/jeevanba273/derivflow-finance.git
+cd derivflow-finance
+pip install -e .[dev]
+pytest tests/
+```
+
+## 📄 **License**
+
+This project is licensed under the MIT License - see the [LICENSE](LICENSE) file for details.
+
+## 🌟 **Acknowledgments**
+
+- Built with modern Python scientific computing stack
+- Inspired by quantitative finance research and industry best practices
+- Designed for both academic research and commercial applications
+
+## 📞 **Contact & Support**
+
+- **Author**: Jeevan B A
+- **Email**: jeevanba273@gmail.com
+- **GitHub**: [@jeevanba273](https://github.com/jeevanba273)
+- **Issues**: [GitHub Issues](https://github.com/jeevanba273/derivflow-finance/issues)
+
+---
+
+**⭐ Star this repository if DERIVFLOW-FINANCE helps your quantitative finance projects!**
+
+**🚀 Built for the global quantitative finance community by Jeevan B A**

derivflow_finance-0.1.2/README.md

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+# 🚀 DERIVFLOW-FINANCE
+
+**Advanced Derivatives Analytics Platform for Quantitative Finance**
+
+[![PyPI version](https://badge.fury.io/py/derivflow-finance.svg)](https://badge.fury.io/py/derivflow-finance)
+[![Python](https://img.shields.io/pypi/pyversions/derivflow-finance.svg)](https://pypi.org/project/derivflow-finance/)
+[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)
+[![Downloads](https://pepy.tech/badge/derivflow-finance)](https://pepy.tech/project/derivflow-finance)
+
+**DERIVFLOW-FINANCE** is a comprehensive, professional-grade derivatives analytics platform built for quantitative finance professionals, researchers, and institutions. It provides advanced pricing models, risk analytics, and portfolio management tools with institutional-quality accuracy and performance.
+
+## 🌟 **Key Features**
+
+### 📊 **Advanced Pricing Models**
+
+- **Multiple Methodologies**: Black-Scholes analytical, Binomial trees, Monte Carlo simulation
+- **Exotic Options**: Barrier options (all variants), Asian options (arithmetic/geometric)
+- **Stochastic Models**: Heston stochastic volatility model with calibration
+- **Greeks Calculation**: Complete 1st, 2nd, and 3rd order Greeks with advanced sensitivities
+
+### 💹 **Real-Time Market Data**
+
+- **Live Data Integration**: Yahoo Finance API with intelligent caching
+- **Options Chains**: Complete options data with implied volatilities
+- **Historical Analytics**: Volatility calculation and risk-free rate extraction
+- **Market Status**: Real-time market hours and trading status
+
+### 📈 **Professional Risk Management**
+
+- **Portfolio Analytics**: Multi-asset portfolio construction and valuation
+- **VaR Calculation**: Parametric and Monte Carlo Value-at-Risk
+- **Scenario Analysis**: Stress testing with custom scenarios
+- **Hedging Optimization**: Delta hedging and risk minimization
+
+### 🎨 **Interactive Visualizations**
+
+- **3D Volatility Surfaces**: Professional volatility modeling with interpolation
+- **Greeks Dashboards**: Interactive sensitivity analysis
+- **Payoff Diagrams**: Option payoff and P&L visualization
+- **Risk Charts**: Portfolio risk decomposition and analytics
+
+## 🚀 **Quick Start**
+
+### Installation
+
+```bash
+pip install derivflow-finance
+```
+
+### Basic Usage
+
+```python
+from derivflow import PricingEngine, GreeksCalculator, VolatilitySurface
+
+# Price a European option
+from derivflow.core import price_european_option
+price = price_european_option(S=100, K=105, T=0.25, r=0.05, sigma=0.2, option_type='call')
+print(f"Option Price: ${price:.2f}")
+
+# Calculate Greeks
+from derivflow.greeks import GreeksCalculator
+calc = GreeksCalculator()
+greeks = calc.calculate_greeks(S=100, K=105, T=0.25, r=0.05, sigma=0.2, option_type='call')
+print(f"Delta: {greeks.delta:.4f}")
+
+# Price exotic options
+from derivflow.exotic import BarrierOptions, AsianOptions
+
+# Barrier option
+barrier = BarrierOptions()
+result = barrier.price(S=100, K=105, H=95, T=0.25, r=0.05, sigma=0.2, 
+                      barrier_type='down_and_out', option_type='call')
+print(f"Barrier Option: ${result.price:.4f}")
+
+# Asian option with variance reduction
+asian = AsianOptions()
+result = asian.price(S=100, K=105, T=0.25, r=0.05, sigma=0.2, 
+                    option_type='call', asian_type='arithmetic')
+print(f"Asian Option: ${result.price:.4f} ± {result.std_error:.4f}")
+```
+
+### Portfolio Risk Analytics
+
+```python
+from derivflow.portfolio import PortfolioRiskAnalyzer
+
+# Create portfolio
+portfolio = PortfolioRiskAnalyzer()
+
+# Add positions
+portfolio.add_stock_position('AAPL', quantity=100, current_price=150, volatility=0.25)
+portfolio.add_option_position('AAPL', quantity=10, current_price=150, 
+                             strike=155, expiry=0.25, option_type='call', volatility=0.25)
+
+# Calculate risk metrics
+portfolio_value = portfolio.calculate_portfolio_value()
+greeks = portfolio.calculate_portfolio_greeks()
+var_95, es_95 = portfolio.calculate_var_parametric(0.95)
+
+print(f"Portfolio Value: ${portfolio_value:,.2f}")
+print(f"Portfolio Delta: {greeks['delta']:.2f}")
+print(f"95% VaR: ${var_95:,.2f}")
+```
+
+### Volatility Surface Modeling
+
+```python
+from derivflow.volatility import create_sample_surface
+
+# Create and build volatility surface
+surface = create_sample_surface()
+surface.build_surface()
+
+# Get volatility smile
+smile = surface.get_smile(expiry=0.25, num_points=10)
+
+# Interpolate volatility
+vol = surface.interpolate(strike=102, expiry=0.33)
+print(f"Interpolated Volatility: {vol:.1%}")
+```
+
+## 🎯 **Advanced Features**
+
+### Stochastic Volatility Models
+
+```python
+from derivflow.models import HestonModel
+
+# Heston stochastic volatility
+heston = HestonModel()
+heston.set_parameters(v0=0.04, kappa=2.0, theta=0.04, sigma=0.3, rho=-0.7)
+
+# Price with stochastic volatility
+result = heston.price_option(S=100, K=105, T=0.25, r=0.05, 
+                            option_type='call', method='monte_carlo')
+print(f"Heston Price: ${result.price:.4f}")
+```
+
+### Real-Time Market Data
+
+```python
+from derivflow.utils import AdvancedMarketData
+
+# Get live market data
+market_data = AdvancedMarketData()
+price, timestamp = market_data.get_current_price('AAPL')
+vol = market_data.get_historical_volatility('AAPL', days=30)
+
+print(f"Current AAPL: ${price:.2f}")
+print(f"30-day Volatility: {vol:.1%}")
+```
+
+## 📊 **Performance Benchmarks**
+
+DERIVFLOW-FINANCE is optimized for institutional-grade performance:
+
+- **Black-Scholes Pricing**: 4,000+ options per second
+- **Monte Carlo Simulation**: 10,000 paths in <0.2 seconds
+- **Asian Options**: 1,500x variance reduction with control variates
+- **Greeks Calculation**: Complete sensitivity analysis in milliseconds
+
+## 🎓 **Use Cases**
+
+### **Investment Banking & Trading**
+
+- Derivatives structuring and pricing
+- Real-time risk management
+- Volatility trading strategies
+- Exotic products development
+
+### **Academic Research**
+
+- Financial engineering research
+- Quantitative finance education
+- PhD dissertations and papers
+- Teaching materials and examples
+
+### **Portfolio Management**
+
+- Multi-asset portfolio construction
+- Risk analytics and VaR calculation
+- Hedging strategy optimization
+- Stress testing and scenario analysis
+
+### **Fintech Development**
+
+- Pricing engines for trading platforms
+- Risk management systems
+- Regulatory compliance tools
+- API development for financial services
+
+## 🛠️ **Installation Options**
+
+### Standard Installation
+
+```bash
+pip install derivflow-finance
+```
+
+### Development Installation
+
+```bash
+pip install derivflow-finance[dev]
+```
+
+### Full Installation (all features)
+
+```bash
+pip install derivflow-finance[visualization,testing,docs]
+```
+
+## 📚 **Documentation**
+
+- **API Reference**: Complete function and class documentation
+- **User Guide**: Step-by-step tutorials and examples
+- **Theory Guide**: Mathematical foundations and model explanations
+- **Examples**: Jupyter notebooks with real-world applications
+
+## 🤝 **Contributing**
+
+We welcome contributions from the quantitative finance community! Please see our [Contributing Guide](CONTRIBUTING.md) for details.
+
+### Development Setup
+
+```bash
+git clone https://github.com/jeevanba273/derivflow-finance.git
+cd derivflow-finance
+pip install -e .[dev]
+pytest tests/
+```
+
+## 📄 **License**
+
+This project is licensed under the MIT License - see the [LICENSE](LICENSE) file for details.
+
+## 🌟 **Acknowledgments**
+
+- Built with modern Python scientific computing stack
+- Inspired by quantitative finance research and industry best practices
+- Designed for both academic research and commercial applications
+
+## 📞 **Contact & Support**
+
+- **Author**: Jeevan B A
+- **Email**: jeevanba273@gmail.com
+- **GitHub**: [@jeevanba273](https://github.com/jeevanba273)
+- **Issues**: [GitHub Issues](https://github.com/jeevanba273/derivflow-finance/issues)
+
+---
+
+**⭐ Star this repository if DERIVFLOW-FINANCE helps your quantitative finance projects!**
+
+**🚀 Built for the global quantitative finance community by Jeevan B A**