https://github.com/streamlet-dev/greeks

Derivatives models written with the Tributary data flow library
https://github.com/streamlet-dev/greeks

Last synced: 10 months ago
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Derivatives models written with the Tributary data flow library

• Host: GitHub
• URL: https://github.com/streamlet-dev/greeks
• Owner: streamlet-dev
• License: apache-2.0
• Created: 2019-04-11T20:47:44.000Z (almost 7 years ago)
• Default Branch: main
• Last Pushed: 2024-11-18T14:00:32.000Z (about 1 year ago)
• Last Synced: 2025-03-24T16:42:18.690Z (11 months ago)
• Language: Python
• Homepage:
• Size: 117 KB
• Stars: 23
• Watchers: 1
• Forks: 4
• Open Issues: 1
• Metadata Files:
  • Readme: README.md
  • Contributing: CONTRIBUTING.md
  • License: LICENSE
  • Code of conduct: .github/CODE_OF_CONDUCT.md

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README

          
# greeks

`greeks` is a library for modeling financial instruments using lazy and/or streaming graphs.

[![Build Status](https://github.com/streamlet-dev/greeks/workflows/Build%20Status/badge.svg?branch=main)](https://github.com/streamlet-dev/greeks/actions?query=workflow%3A%22Build+Status%22)

[![Coverage](https://codecov.io/gh/streamlet-dev/greeks/branch/main/graph/badge.svg)](https://codecov.io/gh/streamlet-dev/greeks)

[![PyPI](https://img.shields.io/pypi/l/greeks.svg)](https://pypi.python.org/pypi/greeks)

[![PyPI](https://img.shields.io/pypi/v/greeks.svg)](https://pypi.python.org/pypi/greeks)

## Installation

`pip install greeks`

## Overview

`greeks` is built on [tributary](https://github.com/streamlet-dev/tributary), a library for constructing dataflow graphs in Python.

## Support / Contributors

Thanks to the following organizations for providing code or financial support.



Nemoulous

## License

This software is licensed under the Apache 2.0 license. See the [LICENSE](LICENSE) file for details.