mlmc/setup.py at main · philippweder/mlmc · GitHub

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from setuptools import setup, find_packages

setup(
    name='mlmc',
    version='0.1',
    author='Giorgio Milani, Philipp Weder, Margot Coste-Sarguet',
    author_email='philipp.weder@epfl.ch',
    description='Implementation of the multi-level Monte Carlo method for option pricing',
    long_description=
    """
    # MLMC: Multi-Level Monte Carlo Method for Option Pricing

    This package provides an implementation of the multi-level Monte Carlo (MLMC) method for option pricing. The MLMC method is a powerful technique used in computational finance to efficiently estimate the expected value of a financial option by combining simulations at different levels of accuracy.

    ## Features

    - Efficient option pricing using the MLMC method
    - Support for various types of options
    - Easy-to-use API for integrating with other financial models

    ## Installation

    You can install the package using pip:
    ```
    pip install -e .
    ```
    """,
    long_description_content_type='text/markdown',
    url='https://github.com/philippweder/mlmc',
    packages=find_packages(),
    python_requires='>=3.10',
    install_requires=[
        'numpy>=2.0',
        'scipy>=1.14',
        'matplotlib>=3.9',
        'pandas>=2.2',
        'numba>=0.60',
        'tqdm>=4.67',
    ],
    classifiers=[
        'Development Status :: 3 - Alpha',
        'Intended Audience :: Science/Research',
        'License :: OSI Approved :: MIT License',
        'Programming Language :: Python :: 3',
        'Programming Language :: Python :: 3.10',
        'Programming Language :: Python :: 3.11',
        'Programming Language :: Python :: 3.12',
        'Topic :: Scientific/Engineering :: Mathematics',
    ],
)