Metadata-Version: 2.3
Name: QuantriX
Version: 1.0.dev2
Summary: This library provides tools for quantitative analysis in finance.
License: Copyright @ 2024-2025, Yaroslav Lyulko
         All rights reserved.
         
         MIT License:
         
         Permission is hereby granted, free of charge, to any person obtaining a copy
         of this software and associated documentation files (the "Software"), to deal
         in the Software without restriction, including without limitation the rights
         to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
         copies of the Software, and to permit persons to whom the Software is
         furnished to do so, subject to the following conditions:
         
         The above copyright notice and this permission notice shall be included in all
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         THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
         IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
         FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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Keywords: quantitative analysis,binomial model,brownion motion,random walk,brownion bridge
Author: Yaroslav Lyulko
Requires-Python: >= 3.8
Classifier: Development Status :: 3 - Alpha
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Classifier: Programming Language :: Python :: 3.10
Classifier: Programming Language :: Python :: 3.11
Classifier: License :: OSI Approved :: MIT License
Classifier: Topic :: Office/Business :: Financial :: Investment
Classifier: Topic :: Software Development :: Libraries
Requires-Dist: numpy (>=1.23.5) ; python_version >= "3.8"
Requires-Dist: random2
Description-Content-Type: text/markdown

# QA


##### Description

The QuantriX library is aimed to provide essential tools for quantitative finance analysis. It is a copyrighted software available only for direct use. 

##### Available tools

The first version allows to build binomial model, random walk and brownion motion.

##### Instalation 

For installing, run these code in terminal:

```
pip install QuantriX
```

##### Usage

Available function can be used in the following ways:

1. Import necessary functions:
```
from quantrix.modules import bin_model_simulation
```
or 

```
from quantrix.modules import *
```

In the code, just use the function:
```
paths = bin_model_simulation(N, n, S0, q, u, d)
```

2. Import all existing modules:
```
from quantrix import modules
```

Use in the code in the following way:

```
paths = modules.bin_model_simulation(N, n, S0, q, u, d)
```

3. Available functions:

- bin_model_simulation(n_paths: int, max_time: int, S0: int, q: float, u: float, d: float) -> list[np.array]

This function simulates binomial model for *n_paths* number of paths for *max_time* periods. It requiers initial stock value - *S0*, probability of going up and up and down factors.

- rw_simulations(n_paths: int, max_time: int, p: float) -> list[np.array]

The function simulates random walk: *n_paths* for *max_time* with probability *p* with step +1 or -1.

- bm_simulations(n_paths: int, granularity: int, max_time: int) -> list[np.array]

This function simulates brownion motion: *n_paths* number of paths for *max_time* periods with *granularity* scale.

- bb_simulations(n_paths: int, granularity: int, max_time: int , T: int = 1) -> list[np.array]

This function simulates brownion bridge.
