riskoptima 2.3.2__tar.gz → 2.3.3__tar.gz

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (33) hide show
  1. {riskoptima-2.3.2 → riskoptima-2.3.3}/PKG-INFO +1 -1
  2. {riskoptima-2.3.2 → riskoptima-2.3.3}/pyproject.toml +1 -1
  3. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/__init__.py +1 -1
  4. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/riskoptima.py +1 -1
  5. {riskoptima-2.3.2 → riskoptima-2.3.3}/LICENSE +0 -0
  6. {riskoptima-2.3.2 → riskoptima-2.3.3}/README.md +0 -0
  7. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/backtest/__init__.py +0 -0
  8. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/backtest/engine.py +0 -0
  9. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/backtest/portfolio.py +0 -0
  10. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/backtest/sma.py +0 -0
  11. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/backtest/strategy.py +0 -0
  12. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/core/__init__.py +0 -0
  13. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/core/types.py +0 -0
  14. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/credit/__init__.py +0 -0
  15. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/credit/metrics.py +0 -0
  16. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/credit/models.py +0 -0
  17. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/credit/portfolio.py +0 -0
  18. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/credit/simulation.py +0 -0
  19. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/data/__init__.py +0 -0
  20. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/optim/__init__.py +0 -0
  21. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/optim/constraints.py +0 -0
  22. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/optim/costs.py +0 -0
  23. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/optim/mean_variance.py +0 -0
  24. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/options/__init__.py +0 -0
  25. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/options/binomial.py +0 -0
  26. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/options/black_scholes.py +0 -0
  27. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/options/greeks.py +0 -0
  28. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/options/implied_vol.py +0 -0
  29. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/options/monte_carlo.py +0 -0
  30. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/reporting/__init__.py +0 -0
  31. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/reporting/market_risk.py +0 -0
  32. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/risk/__init__.py +0 -0
  33. {riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/risk/factor_model.py +0 -0
{riskoptima-2.3.2 → riskoptima-2.3.3}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: riskoptima
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- Version: 2.3.2
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+ Version: 2.3.3
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  Summary: RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions.
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  Home-page: https://github.com/JordiCorbilla/RiskOptima
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  License: MIT
{riskoptima-2.3.2 → riskoptima-2.3.3}/pyproject.toml RENAMED
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  [tool.poetry]
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  name = "riskoptima"
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- version = "2.3.2"
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+ version = "2.3.3"
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  description = "RiskOptima is a powerful Python toolkit for financial risk analysis, portfolio optimization, and advanced quantitative modeling. It integrates state-of-the-art methodologies, including Monte Carlo simulations, Value at Risk (VaR), Conditional VaR (CVaR), Black-Scholes, Heston, and Merton Jump Diffusion models, to aid investors in making data-driven investment decisions."
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  authors = ["Jordi Corbilla <jordi.coll.corbilla@gmail.com>"]
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  license = "MIT"
{riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/__init__.py RENAMED
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  #----------------------------------------------------------------------------
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  # Created By : Jordi Corbilla
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  # Created Date: 2025
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- # version ='2.3.2'
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+ # version ='2.3.3'
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  # ---------------------------------------------------------------------------
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  from .riskoptima import RiskOptima
{riskoptima-2.3.2 → riskoptima-2.3.3}/riskoptima/riskoptima.py RENAMED
@@ -79,7 +79,7 @@ warnings.filterwarnings(
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  class RiskOptima:
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  TRADING_DAYS = 260 # default is 260, though 252 is also common
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- VERSION = '2.3.2'
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+ VERSION = '2.3.3'
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  @staticmethod
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  def get_trading_days():
{riskoptima-2.3.2 → riskoptima-2.3.3}/LICENSE RENAMED
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{riskoptima-2.3.2 → riskoptima-2.3.3}/README.md RENAMED
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