Metadata-Version: 2.1
Name: sdepy
Version: 1.1.1
Summary: SdePy: Numerical Integration of Ito Stochastic Differential Equations
Home-page: https://github.com/sdepy/sdepy
Author: Maurizio Cipollina
Author-email: sdepydev@gmail.com
License: BSD
Download-URL: https://pypi.org/project/sdepy
Description: =====
        SdePy
        =====
        |readthedocs|  |travis|  |codecov|
        
        The SdePy package provides tools to state and numerically
        integrate Ito Stochastic Differential Equations (SDEs), including equations
        with time-dependent parameters, time-dependent correlations, and
        stochastic jumps, and to compute with, and extract statistics from,
        their realized paths.
        
        Several preset processes are provided, including lognormal,
        Ornstein-Uhlenbeck, Hull-White n-factor, Heston, and jump-diffusion processes.
        
        Computations are fully vectorized across paths, via NumPy and SciPy,
        making live sessions with 100000 paths reasonably fluent
        on single cpu hardware.
        
        ----------
        
        This package came out of practical need, so expect a flexible tool
        that gets real-life things done. On the other hand, not every part of it
        is clean and polished, so expect rough edges, and the occasional
        bug (please report!).
        
        Developers are committed to the stability of the public API,
        here again out of practical need to safeguard dependencies.
        
        ----------
        Start here
        ----------
        
        -  `Installation           <https://pypi.org/project/sdepy>`_: ``pip install sdepy``
        -  `Quick Guide            <https://sdepy.readthedocs.io/en/v1.1.1/intro.html#id2>`_
           (as `notebook           <https://nbviewer.jupyter.org/github/sdepy/sdepy-doc/blob/v1.1.1/quickguide.ipynb>`_)
        -  `Documentation          <https://sdepy.readthedocs.io/en/v1.1.1>`_
           (as `pdf                <https://readthedocs.org/projects/sdepy/downloads/pdf/v1.1.1>`_)
        -  `Source                 <https://github.com/sdepy/sdepy>`_
        -  `License                <https://github.com/sdepy/sdepy/blob/v1.1.1/LICENSE.txt>`_
        -  `Bug Reports            <https://github.com/sdepy/sdepy/issues>`_
        
        
        .. |readthedocs| image:: https://readthedocs.org/projects/sdepy/badge/?version=v1.1.1
           :target: https://sdepy.readthedocs.io/en/v1.1.1
           :alt: Documentation Status
        
        .. |travis| image:: https://travis-ci.org/sdepy/sdepy.svg?branch=v1.1.1
            :target: https://travis-ci.org/sdepy/sdepy
        
        .. |codecov| image:: https://codecov.io/gh/sdepy/sdepy/branch/master/graph/badge.svg
          :target: https://codecov.io/gh/sdepy/sdepy
        
Platform: Windows
Platform: Linux
Platform: Solaris
Platform: Mac OS-X
Platform: Unix
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: BSD License
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 3 :: Only
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Topic :: Software Development
Classifier: Topic :: Scientific/Engineering
Classifier: Operating System :: OS Independent
Requires-Python: >=3.5
Description-Content-Type: text/x-rst
