https://github.com/pratycodes/synthetic-data-generator
https://github.com/pratycodes/synthetic-data-generator
Last synced: 12 months ago
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- Host: GitHub
- URL: https://github.com/pratycodes/synthetic-data-generator
- Owner: pratycodes
- Created: 2025-06-14T15:07:59.000Z (about 1 year ago)
- Default Branch: main
- Last Pushed: 2025-06-24T11:16:06.000Z (about 1 year ago)
- Last Synced: 2025-06-24T11:30:49.717Z (about 1 year ago)
- Language: Python
- Size: 1.18 MB
- Stars: 0
- Watchers: 0
- Forks: 0
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
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README
# Synthetic Data Generator
## Supported Option Types
- European (Call & Put)
- American (Call & Put)
- Asian (Call & Put)
- Lookback (Call & Put)
- Knock-Out Barrier (Call & Put)
## Usage
```bash
python main.py
````
This will generate synthetic datasets and save them in the `data/` directory as `.csv` files.
## Project Structure
```
main.py # Entry point to generate data
src/pricing/ # Pricing logic for different option types
data/ # Output CSV files (not tracked in Git)
```
## Requirements
* Python 3.10+
* NumPy