philsong / fyne

The Python module for option pricing with affine processes

Overview

docs
tests
package

The Python module for option pricing with affine models.

• Free software: MIT license

Installation

pip install fyne

You can also install the in-development version with:

pip install https://github.com/dougmvieira/fyne/archive/master.zip

Documentation

https://fyne.readthedocs.io/

Development

To run the all tests run:

tox

Note, to combine the coverage data from all the tox environments run:

Windows	set PYTEST_ADDOPTS=--cov-append tox
Other	PYTEST_ADDOPTS=--cov-append tox