quantplus 0.0.4__cp39-cp39-win_amd64.whl

quantplus/__init__.py

@@ -0,0 +1,24 @@
+"""
+quantplus: Cox-Ross-Rubinstein binomial option pricer.
+
+The pricing math is implemented in C++ (quantplus/csrc/crr_core.cpp)
+and compiled directly into a native Python extension module via
+Cython (quantplus/_crr_pricer.pyx).
+
+Example
+-------
+>>> import quantplus as qp
+>>> qp.crr_price(S0=225, K=240, r=0.0425, sigma=0.40, T=55/365, N=1000, q=0.0045)
+8.542142620861936
+"""
+
+from ._crr_pricer import black_scholes_price, crr_price, crr_tree
+
+try:
+    # Generated at build time by setuptools_scm from the nearest git tag.
+    # See pyproject.toml's [tool.setuptools_scm] section.
+    from ._version import version as __version__
+except ImportError:  # pragma: no cover - only hit in an unbuilt source tree
+    __version__ = "0+unknown"
+
+__all__ = ["crr_price", "black_scholes_price", "crr_tree", "__version__"]