This project aims to provide a practical implementation of numerical methods commonly utilized in the field of quantitative finance. The examples included in the project demonstrate how these methods can be implemented and used to solve different financial problems.
The code has been tested for compatibility with Python 3.10 or higher and requires the following packages to be installed:
matplotlibnumpyscipy
To install these packages, navigate to the root directory of the project
using a terminal, and run the command python -m pip install -r requirements.txt.
This code is organized into two main directories: src and the root
directory which contains examples.
The src directory is where you will find the underlying code base
that is used by the example scripts. The code in src is meant to be
imported as a module into the example scripts in order to provide
higher-level access to the numerical methods.
The root directory contains a number of examples which demonstrate the numerical methods. These examples are meant to be run in Python, and each example is contained in its own script file.
The code provided herein is licensed under the terms of the Apache License, Version 2.0. This warranty is provided solely for educational purposes and is not intended to be used for commercial or other purposes. The creator of this code disclaims any responsibility for any damages or losses that may arise from the use or misuse of this code for any other purpose. This code is provided "AS IS" without warranty of any kind, express or implied, including but not limited to the warranties of merchantability, fitness for a particular purpose and noninfringement. In no event shall the creator be liable for any claim, damages or other liability, whether in an action of contract, tort or otherwise, arising from, out of or in connection with the use or inability to use this code or its documentation.