stochvolmodels 1.0.19__tar.gz → 1.0.20__tar.gz

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  1. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/PKG-INFO +4 -2
  2. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/pyproject.toml +3 -2
  3. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/LICENSE.txt +0 -0
  4. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/README.md +0 -0
  5. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/__init__.py +0 -0
  6. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/data/__init__.py +0 -0
  7. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/data/fetch_option_chain.py +0 -0
  8. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/data/option_chain.py +0 -0
  9. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/data/test_option_chain.py +0 -0
  10. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/examples/run_gmm_fit.py +0 -0
  11. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/examples/run_heston.py +0 -0
  12. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/examples/run_heston_sv_pricer.py +0 -0
  13. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/examples/run_lognormal_sv_pricer.py +0 -0
  14. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/examples/run_pricing_options_on_qvar.py +0 -0
  15. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/__init__.py +0 -0
  16. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/il_hedging/README.md +0 -0
  17. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/il_hedging/__init__.py +0 -0
  18. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/il_hedging/logsv_figures.py +0 -0
  19. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/il_hedging/run_logsv_for_il_payoff.py +0 -0
  20. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/inverse_options/README.md +0 -0
  21. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/inverse_options/__init__.py +0 -0
  22. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/inverse_options/compare_net_delta.py +0 -0
  23. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/logsv_model_wtih_quadratic_drift/README.md +0 -0
  24. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/logsv_model_wtih_quadratic_drift/__init__.py +0 -0
  25. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/logsv_model_wtih_quadratic_drift/article_figures.py +0 -0
  26. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/logsv_model_wtih_quadratic_drift/calibrations.py +0 -0
  27. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/logsv_model_wtih_quadratic_drift/compare_admis_reg.py +0 -0
  28. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/logsv_model_wtih_quadratic_drift/model_fit_to_options_timeseries.py +0 -0
  29. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/logsv_model_wtih_quadratic_drift/moments_vol_qvar.py +0 -0
  30. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/logsv_model_wtih_quadratic_drift/ode_sol_in_time.py +0 -0
  31. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/logsv_model_wtih_quadratic_drift/steady_state_pdf.py +0 -0
  32. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/logsv_model_wtih_quadratic_drift/vol_drift.py +0 -0
  33. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/risk_premia/__init__.py +0 -0
  34. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/risk_premia/check_kernel.py +0 -0
  35. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/risk_premia/gmm_slides.py +0 -0
  36. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/risk_premia/q_kernel.py +0 -0
  37. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/t_distribution/__init__.py +0 -0
  38. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/t_distribution/illustrations.py +0 -0
  39. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/t_distribution/market_data_fit.py +0 -0
  40. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/t_distribution/mc_pricer_with_kernel.py +0 -0
  41. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/volatility_models/README.md +0 -0
  42. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/volatility_models/__init__.py +0 -0
  43. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/volatility_models/article_figures.py +0 -0
  44. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/volatility_models/autocorr_fit.py +0 -0
  45. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/volatility_models/load_data.py +0 -0
  46. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/volatility_models/ss_distribution_fit.py +0 -0
  47. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/my_papers/volatility_models/vol_beta.py +0 -0
  48. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/__init__.py +0 -0
  49. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/analytic/__init__.py +0 -0
  50. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/analytic/bachelier.py +0 -0
  51. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/analytic/bsm.py +0 -0
  52. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/analytic/tdist.py +0 -0
  53. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/gmm_pricer.py +0 -0
  54. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/hawkes_jd_pricer.py +0 -0
  55. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/heston_pricer.py +0 -0
  56. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/logsv/__init__.py +0 -0
  57. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/logsv/affine_expansion.py +0 -0
  58. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/logsv/vol_moments_ode.py +0 -0
  59. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/logsv_pricer.py +0 -0
  60. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/model_pricer.py +0 -0
  61. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/pricers/tdist_pricer.py +0 -0
  62. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/tests/__init__.py +0 -0
  63. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/tests/bsm_mgf_pricer.py +0 -0
  64. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/tests/qv_pricer.py +0 -0
  65. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/utils/__init__.py +0 -0
  66. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/utils/config.py +0 -0
  67. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/utils/funcs.py +0 -0
  68. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/utils/mc_payoffs.py +0 -0
  69. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/utils/mgf_pricer.py +0 -0
  70. {stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/stochvolmodels/utils/plots.py +0 -0
{stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/PKG-INFO RENAMED
@@ -1,6 +1,6 @@
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  Metadata-Version: 2.1
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  Name: stochvolmodels
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- Version: 1.0.19
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+ Version: 1.0.20
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  Summary: Implementation of stochastic volatility models for option pricing
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  Home-page: https://github.com/ArturSepp/StochVolModels
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  License: LICENSE.txt
@@ -9,7 +9,7 @@ Author: Artur Sepp
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  Author-email: artursepp@gmail.com
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  Maintainer: Artur Sepp
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  Maintainer-email: artursepp@gmail.com
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- Requires-Python: >=3.8,<3.11
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+ Requires-Python: >=3.8
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  Classifier: Development Status :: 4 - Beta
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  Classifier: Environment :: Console
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  Classifier: Intended Audience :: Financial and Insurance Industry
@@ -22,6 +22,8 @@ Classifier: Programming Language :: Python :: 3
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  Classifier: Programming Language :: Python :: 3.8
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  Classifier: Programming Language :: Python :: 3.9
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  Classifier: Programming Language :: Python :: 3.10
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+ Classifier: Programming Language :: Python :: 3.11
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+ Classifier: Programming Language :: Python :: 3.12
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  Classifier: Programming Language :: Python :: 3 :: Only
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  Classifier: Topic :: Office/Business :: Financial :: Investment
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  Requires-Dist: matplotlib (>=3.5.2)
{stochvolmodels-1.0.19 → stochvolmodels-1.0.20}/pyproject.toml RENAMED
@@ -1,6 +1,6 @@
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  [tool.poetry]
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  name = "stochvolmodels"
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- version = "1.0.19"
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+ version = "1.0.20"
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  description = "Implementation of stochastic volatility models for option pricing"
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  license = "LICENSE.txt"
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  authors = ["Artur Sepp <artursepp@gmail.com>"]
@@ -23,6 +23,7 @@ classifiers=[
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  "Programming Language :: Python :: 3 :: Only",
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  "Topic :: Office/Business :: Financial :: Investment",
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  ]
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+
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  packages = [ {include = "stochvolmodels"}]
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  exclude = ["stochvolmodel/my_papers/"]
@@ -32,7 +33,7 @@ exclude = ["stochvolmodel/my_papers/"]
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  "Personal website" = "https://artursepp.com"
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  [tool.poetry.dependencies]
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- python = ">=3.8,<3.11"
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+ python = ">=3.8"
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  numba = ">=0.55"
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  numpy = ">=1.22.4"
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  scipy = ">=1.3"