pyquantlib 0.4.0__tar.gz → 0.5.1__tar.gz

{pyquantlib-0.4.0 → pyquantlib-0.5.1}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.2
 Name: pyquantlib
-Version: 0.4.0
+Version: 0.5.1
 Summary: Python bindings for QuantLib
 Keywords: quantlib,quantitative-finance,derivatives,pricing,risk,fixed-income,options,finance,pybind11
 Author-Email: Yassine Idyiahia <yassine.id@gmail.com>
@@ -94,8 +94,6 @@ Description-Content-Type: text/markdown
 [![Python](https://img.shields.io/badge/Python-3.10%2B-blue.svg)](https://www.python.org/downloads/)
 [![PRs Welcome](https://img.shields.io/badge/PRs-welcome-brightgreen.svg)](https://github.com/quantales/pyquantlib/blob/main/CONTRIBUTING.md)
 
-> **Beta Status**: This project is under active development. API may change.
-
 ## Overview
 
 PyQuantLib provides Python bindings for [QuantLib](https://www.quantlib.org/), the open-source library for quantitative finance. Built with [pybind11](https://github.com/pybind/pybind11), it offers a more Pythonic API than existing alternatives.
@@ -248,6 +246,3 @@ BSD 3-Clause License. See [LICENSE](LICENSE) for details.
 - [pybind11](https://github.com/pybind/pybind11) - C++/Python bindings
 - [scikit-build-core](https://github.com/scikit-build/scikit-build-core) - Build system
 
-## Status
-
-PyQuantLib is under active development. For broader QuantLib coverage today, use [QuantLib-SWIG](https://github.com/lballabio/QuantLib-SWIG).

{pyquantlib-0.4.0 → pyquantlib-0.5.1}/README.md

@@ -11,8 +11,6 @@
 [![Python](https://img.shields.io/badge/Python-3.10%2B-blue.svg)](https://www.python.org/downloads/)
 [![PRs Welcome](https://img.shields.io/badge/PRs-welcome-brightgreen.svg)](https://github.com/quantales/pyquantlib/blob/main/CONTRIBUTING.md)
 
-> **Beta Status**: This project is under active development. API may change.
-
 ## Overview
 
 PyQuantLib provides Python bindings for [QuantLib](https://www.quantlib.org/), the open-source library for quantitative finance. Built with [pybind11](https://github.com/pybind/pybind11), it offers a more Pythonic API than existing alternatives.
@@ -165,6 +163,3 @@ BSD 3-Clause License. See [LICENSE](LICENSE) for details.
 - [pybind11](https://github.com/pybind/pybind11) - C++/Python bindings
 - [scikit-build-core](https://github.com/scikit-build/scikit-build-core) - Build system
 
-## Status
-
-PyQuantLib is under active development. For broader QuantLib coverage today, use [QuantLib-SWIG](https://github.com/lballabio/QuantLib-SWIG).

{pyquantlib-0.4.0 → pyquantlib-0.5.1}/docs/_static/custom.css

@@ -1,5 +1,18 @@
 /* PyQuantLib documentation custom styles */
 
+/* Lower Furo's right sidebar breakpoint from 82em (1312px) to 72em (1152px) */
+@media (min-width: 72em) and (max-width: 82em) {
+    .toc-drawer {
+        position: static !important;
+        right: auto !important;
+        height: auto !important;
+        border-left: none;
+    }
+    .toc-content-icon {
+        display: none !important;
+    }
+}
+
 /* Headline sizes and spacing */
 h1 { 
     font-size: 2rem;

{pyquantlib-0.4.0 → pyquantlib-0.5.1}/docs/api/index.md

@@ -20,6 +20,7 @@ PyQuantLib organizes QuantLib classes into logical groups:
 - **Term Structures**: Yield curves, volatility surfaces
 - **Processes**: Stochastic processes (Black-Scholes, Heston)
 - **Models**: Pricing models (Heston, etc.)
+- **Methods**: Monte Carlo paths, Brownian bridges, generators
 - **Instruments**: Financial instruments (options, etc.)
 - **Pricing Engines**: Analytic, Monte Carlo, finite difference
 - **Experimental**: Experimental QuantLib features (SVI, etc.)
@@ -69,6 +70,7 @@ indexes
 termstructures
 processes
 models
+methods
 instruments
 pricingengines
 experimental

{pyquantlib-0.4.0 → pyquantlib-0.5.1}/docs/api/math.md

@@ -150,6 +150,52 @@ Monotonicity-preserving cubic spline that prevents oscillations.
 The abstract base class `Interpolation` is available in `pyquantlib.base` for type checking.
 ```
 
+## Statistics
+
+### Statistics
+
+```{eval-rst}
+.. autoclass:: pyquantlib.Statistics
+```
+
+General statistics accumulator with empirical-distribution risk measures, Gaussian-assumption analytics, and percentile/VaR/ES methods.
+
+```python
+stats = ql.Statistics()
+stats.addSequence([1.0, 2.0, 3.0, 4.0, 5.0])
+print(stats.mean(), stats.standardDeviation(), stats.skewness())
+```
+
+### IncrementalStatistics
+
+```{eval-rst}
+.. autoclass:: pyquantlib.IncrementalStatistics
+```
+
+Online (streaming) statistics via boost accumulators. Supports weighted observations.
+
+```python
+stats = ql.IncrementalStatistics()
+stats.add(1.0, 1.0)
+stats.add(2.0, 1.0)
+print(stats.mean(), stats.weightSum())
+```
+
+### SequenceStatistics
+
+```{eval-rst}
+.. autoclass:: pyquantlib.SequenceStatistics
+```
+
+N-dimensional statistics with covariance and correlation matrices.
+
+```python
+stats = ql.SequenceStatistics(2)
+stats.add([1.0, 2.0])
+stats.add([3.0, 4.0])
+print(stats.mean(), stats.covariance())
+```
+
 ## Optimization
 
 ### EndCriteria