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setup.py
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setup.py
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from setuptools import setup
setup(
name='PyStochasticVolatility',
version='1.0',
packages=['Tools', 'Solvers', 'Solvers.ODE_Solver', 'Solvers.PDE_Solver',
'Solvers.PDE_Solver.Examples', 'MCPricers', 'MC_Engines', 'MC_Engines.MC_SABR', 'MC_Engines.MC_Heston',
'MC_Engines.GenericSDE', 'MC_Engines.MC_RBergomi', 'MC_Engines.MC_MixedLogNormal',
'MC_Engines.MC_LocalVol', 'Instruments', 'AnalyticEngines',
'AnalyticEngines.FourierMethod', 'AnalyticEngines.FourierMethod.COSMethod',
'AnalyticEngines.FourierMethod.CharesticFunctions', 'AnalyticEngines.LocalVolatility',
'AnalyticEngines.LocalVolatility.Hagan', 'AnalyticEngines.LocalVolatility.Dupire', 'AnalyticEngines.VolatilityTools',
'AnalyticEngines.MalliavinMethod', 'VolatilitySurface', 'VolatilitySurface.Tools', 'FractionalBrownian'],
url='https://github.com/Dagalon/PyStochasticVolatility.git',
license='http://www.apache.org/licenses/LICENSE-2.0',
author='David Garcia Lorite',
author_email='[email protected]',
description='Financial library creted to give support the book Malliavin Calculus and Stochastic Volatility.'
)