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setup.py
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setup.py
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import io
import os
from distutils.core import setup
from setuptools import find_packages
dir = os.path.dirname(__file__)
with io.open(os.path.join(dir, 'README.md'), encoding='utf-8') as f:
long_description = f.read()
setup(name='py_vollib_vectorized',
version='0.1.1',
description='A fast, vectorized approach to calculating Implied Volatility and Greeks using the Black, Black-Scholes and Black-Scholes-Merton pricing.',
long_description=long_description,
long_description_content_type='text/markdown',
url='https://github.com/marcdemers/py_vollib_vectorized',
author='Marc Demers',
author_email='demers.marc@gmail.com',
license='MIT',
classifiers=[
'Development Status :: 4 - Beta',
'Intended Audience :: Developers',
'Intended Audience :: Financial and Insurance Industry',
'Intended Audience :: Science/Research',
'Topic :: Scientific/Engineering',
'Topic :: Scientific/Engineering :: Mathematics',
'Topic :: Scientific/Engineering :: Information Analysis',
'Topic :: Software Development :: Libraries',
'Programming Language :: Python :: 3.3',
'Programming Language :: Python :: 3.4',
'Programming Language :: Python :: 3.5',
'Programming Language :: Python :: 3.6',
'Programming Language :: Python :: 3.7',
'Programming Language :: Python :: Implementation',
'License :: OSI Approved :: MIT License',
'Topic :: Office/Business :: Financial',
'Topic :: Office/Business :: Financial :: Investment',
],
install_requires=['py_vollib>=1.0.1', 'numba>=0.51.0', 'py_lets_be_rational', 'numpy', 'pandas', 'scipy'],
packages=find_packages()
)