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pyfinlib (0.0.6)

Published 2025-02-18 18:49:07 +00:00 by sarsoo in sarsoo/finlib

Installation

To install the package using pip, run the following command:

pip install --index-url https://git.sarsoo.xyz/api/packages/sarsoo/pypi/simple/ pyfinlib

For more information on the PyPI registry, see the documentation.

About this package

Quant finance functions implemented in Rust

finlib

Some quantitative finance functionality written in Rust and consumable from many higher-level languages.

Derivatives Pricing

• Options
  • Black-Scholes
    • Prices
    • Greeks

Risk

• Value-at-Risk
  • Historical
  • Variance-Covariance (Parametric)
    • Single Asset
    • Portfolio

FFI

• C++
  • FFI header files for C++ are generated automatically during build by cbindgen.
• .NET
  • FFI wrapper code for C# tareting .NET Standard 2.0 is generated automatically using csbindgen.
• Python
  • An adapter library for Python is generated usign PyO3
• WASM (Js)
  • A Javascript library is generated using wasm-bindgen

.NET

cargo build
cd FinLib.NET
dotnet build

Python

cd pyfinlib
python -m venv .venv
source .venv/bin/activate
pip install -r requirements.txt
maturin develop

WASM

cd finlib-wasm
wasm-pack build

Details

PyPI

sarsoo/finlib

2025-02-18 18:49:07 +00:00

10

sarsoo <andy@sarsoo.xyz>

Project Site

MIT

311 KiB

Assets (2)

pyfinlib-0.0.6-cp38-abi3-manylinux_2_34_x86_64.whl 290 KiB

pyfinlib-0.0.6.tar.gz 21 KiB

Versions (2) View all

0.0.6 2025-02-18

0.0.5 2025-02-17

Issues