greeks
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Derivatives models written with the Tributary data flow library
greeks
greeks is a library for modeling financial instruments using lazy and/or streaming graphs.
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.
License
This software is licensed under the Apache 2.0 license. See the LICENSE file for details.
