pyoptmc

A package for pricing OTC options using a vectorized Monte Carlo method.

Installation

In a virtualenv (see these instructions if you need to create one):

pip3 install pyoptmc

Dependencies

Releases

Version Released Bullseye
Python 3.9
Bookworm
Python 3.11
Trixie
Python 3.13
Files
0.14.2 2025-11-19      

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Page last updated 2025-11-19 09:46:02 UTC