longstaff-schwartz
A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights and American options.
Installation
In a virtualenv (see these instructions if you need to create one):
pip3 install longstaff-schwartz
Releases
| Version | Released | Buster Python 3.7 |
Bullseye Python 3.9 |
Bookworm Python 3.11 |
Files |
|---|---|---|---|---|---|
| 0.2.0 | 2022-11-10 | ||||
| 0.1.1 | 2020-12-01 | ||||
| 0.1.0 | 2019-10-03 | ||||
Issues with this package?
- Search issues for this package
- Package or version missing? Open a new issue
- Something else? Open a new issue