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 | 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 | |||
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