pyproject.toml

[tool.poetry]
name = "vanilla_option_pricers"
version = "1.0.4"
description = "Implementation of fast options pricers and risk for Black-Scholes-Merton and Bachelier normal models"
license = "LICENSE.txt"
authors = ["Artur Sepp <artursepp@gmail.com>"]
maintainers = ["Artur Sepp <artursepp@gmail.com>"]
readme = "README.md"
repository = "https://github.com/ArturSepp/VanillaOptionPricers"
documentation = "https://github.com/ArturSepp/VanillaOptionPricers"
keywords= ["Black-Scholes", "Black-Scholes-Merton", "Bachelier", "option pricing", "option delta"]
classifiers=[
        "Development Status :: 4 - Beta",
        "Environment :: Console",
        "Intended Audience :: Financial and Insurance Industry",
        "Intended Audience :: Science/Research",
        "License :: OSI Approved :: MIT License",
        "Natural Language :: English",
        "Operating System :: OS Independent",
        "Programming Language :: Python :: 3.10",
        "Programming Language :: Python :: 3.9",
        "Programming Language :: Python :: 3 :: Only",
        "Topic :: Office/Business :: Financial :: Investment",
    ]
packages = [ {include = "vanilla_option_pricers"} ]

[tool.poetry.urls]
"Issues" = "https://github.com/ArturSepp/VanillaOptionPricers/issues"
"Personal website" = "https://artursepp.com"

[tool.poetry.dependencies]
python = ">=3.8,<3.11"
numba = ">=0.56.4"
numpy = ">=1.22.4"

[build-system]
requires = ["poetry-core>=1.0.0"]
build-backend = "poetry.core.masonry.api"