Metadata-Version: 2.1
Name: Ficamacos
Version: 0.1.0
Summary: Option pricing with COS, Carr Madan and Filon's method
Home-page: https://github.com/coolsocket/Ficamacos
Author: Yehao Liu
Author-email: 594310297@qq.com
License: UNKNOWN
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Requires-Python: >=3.7
Description-Content-Type: text/markdown

# Ficamacos

## Usage
Calculate option prices under Lévy market model using Filon's method, Carr-Madan'method and COS method.


## Requirement
Numpy


## Installation

```
pip install Ficamacos
```


