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greeks

greeks is a library for modeling financial instruments using lazy and/or streaming graphs.

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Installation

pip install greeks

Overview

greeks is built on tributary, a library for constructing dataflow graphs in Python.

Support / Contributors

Thanks to the following organizations for providing code or financial support.

Nemoulous

License

This software is licensed under the Apache 2.0 license. See the LICENSE file for details.

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Derivatives models written with the Tributary data flow library

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