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time-dependent correlations, and\nstochastic jumps, and to compute with, and extract statistics from,\ntheir realized paths.\n\nSeveral preset processes are provided, including lognormal,\nOrnstein-Uhlenbeck, Hull-White n-factor, Heston, and jump-diffusion processes.\n\nComputations are fully vectorized across paths, via NumPy and SciPy,\nmaking live sessions with 100000 paths reasonably fluent\non single cpu hardware.\n\n----------\n\nThis package came out of practical need, so expect a flexible tool\nthat gets real-life things done. On the other hand, not every part of it\nis clean and polished, so expect rough edges, and the occasional\nbug (please report!).\n\nDevelopers are committed to the stability of the public API,\nhere again out of practical need to safeguard dependencies.\n\n----------\nStart here\n----------\n\n-  `Installation           \u003chttps://pypi.org/project/sdepy\u003e`_: ``pip install sdepy``\n-  `Quick Guide            \u003chttps://sdepy.readthedocs.io/en/latest/intro.html#id2\u003e`_\n   (as `notebook           \u003chttps://nbviewer.jupyter.org/github/sdepy/sdepy-doc/blob/master/quickguide.ipynb\u003e`_)\n-  `Documentation          \u003chttps://sdepy.readthedocs.io/en/latest\u003e`_\n   (as `pdf                \u003chttps://sdepy.readthedocs.io/_/downloads/en/latest/pdf/\u003e`_)\n-  `Source                 \u003chttps://github.com/sdepy/sdepy\u003e`_\n-  `License                \u003chttps://github.com/sdepy/sdepy/blob/master/LICENSE.txt\u003e`_\n-  `Bug Reports            \u003chttps://github.com/sdepy/sdepy/issues\u003e`_\n\n\n.. |readthedocs| image:: https://readthedocs.org/projects/sdepy/badge/?version=latest\n   :target: https://sdepy.readthedocs.io\n   :alt: Documentation Status\n\n.. |ci| image:: https://github.com/sdepy/sdepy/workflows/CI/badge.svg?branch=master\n    :target: https://github.com/sdepy/sdepy/actions\n\n.. |codecov| image:: https://codecov.io/gh/sdepy/sdepy/blob/master/graph/badge.svg\n  :target: https://codecov.io/gh/sdepy/sdepy\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fsdepy%2Fsdepy","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fsdepy%2Fsdepy","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fsdepy%2Fsdepy/lists"}