pyproject.toml

[tool.poetry]
name = "stochvolmodels"
version = "1.0.22"
description = "Implementation of stochastic volatility models for option pricing"
license = "LICENSE.txt"
authors = ["Artur Sepp <artursepp@gmail.com>"]
maintainers = ["Artur Sepp <artursepp@gmail.com>"]
readme = "README.md"
repository = "https://github.com/ArturSepp/StochVolModels"
documentation = "https://github.com/ArturSepp/StochVolModels"
keywords= ["volatility", "options", "Black-Scholes", "Heston", "Monte-Carlo"]
classifiers=[
        "Development Status :: 4 - Beta",
        "Environment :: Console",
        "Intended Audience :: Financial and Insurance Industry",
        "Intended Audience :: Science/Research",
        "License :: OSI Approved :: MIT License",
        "Natural Language :: English",
        "Operating System :: OS Independent",
        "Programming Language :: Python :: 3.10",
        "Programming Language :: Python :: 3.9",
        "Programming Language :: Python :: 3.8",
        "Programming Language :: Python :: 3 :: Only",
        "Topic :: Office/Business :: Financial :: Investment",
    ]

packages = [ {include = "stochvolmodels"}]

exclude = ["stochvolmodel/my_papers/"]

[tool.poetry.urls]
"Issues" = "https://github.com/ArturSepp/StochVolModels/issues"
"Personal website" = "https://artursepp.com"

[tool.poetry.dependencies]
python = ">=3.8"
numba = ">=0.55"
numpy = ">=1.22.4"
scipy = ">=1.3"
statsmodels = ">=0.13.0"
pandas = ">=0.19"
matplotlib = ">=3.5.2"
seaborn = ">=0.11.2"

[build-system]
requires = ["poetry-core>=1.0.0"]
build-backend = "poetry.core.masonry.api"