Metadata-Version: 2.4
Name: spetro
Version: 0.0.2
Summary: Rough volatility models with automatic differentiation.
Author: aycsi
License: MIT
Project-URL: Homepage, https://github.com/aycsi/spetro
Project-URL: Repository, https://github.com/aycsi/spetro
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Science/Research
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Software Development :: Libraries :: Python Modules
Classifier: Operating System :: OS Independent
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License-File: LICENSE
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Dynamic: license-file

# spetro

### v0.0.2

[![PyPI](https://img.shields.io/pypi/v/spetro.svg)](https://pypi.org/project/spetro/)
[![thoughts](https://img.shields.io/badge/docs-thoughts-blue)](docs/thoughts.md)
![Beta](https://img.shields.io/badge/status-beta-orange)
![Beta](https://img.shields.io/badge/beta-orange?style=flat)
![Development Status](https://img.shields.io/badge/dev--status-beta-yellow)

![schema](docs/schema-thoughts-figure-a.png)

<details>
<summary></summary>

![performance](docs/testings-scikit-figure-b.png)

</details>

