Welcome to the Arbitrage-Free-Volatility-Surface repository. This project provides a Python toolkit for constructing arbitrage-free volatility surfaces using the SVI and Heston models. It aims to simplify options pricing and risk management for users involved in derivatives trading.
To get started, you need to download and run the software. This guide will walk you through the process step by step.
Before downloading, make sure your system meets the following requirements:
Dependencies: You need to have NumPy and SciPy installed. You can install these via pip:
pip install numpy scipy
Visit the Releases Page: Click the link below to access the download page.
Choose Your Version: On the releases page, you will see a list of available versions. Click on the latest one for the best features and updates.
Download the File: Find the file suitable for your operating system (for example, a .zip or .tar.gz file). Click on it to initiate the download.
Extract the Files: Once the download is complete, locate the file you downloaded. Right-click on it and select βExtractβ or βUnzipβ to unpack the files.
Win + R, type cmd, and hit Enter.Navigate to the Extracted Folder: Use the cd command to change your directory to the folder where you extracted the files. For example:
cd path/to/extracted/folder
Run the Application: Once you are in the correct folder, you can run the application using Python. Type the following command:
python main.py
Adjust the command if the main file has a different name.
For further details on using the toolkit, check the documentation included in the repository. It provides useful tips and examples to help you understand how to construct and manage volatility surfaces effectively.
If you encounter issues while downloading or running the application, consider the following tips:
python --version in the command line.pip install -r requirements.txt if a requirements file is available.If you need further assistance or want to share your experience, feel free to open an issue in the GitHub repository. The community is ready to help you.
By following this guide, you can successfully download and run the Arbitrage-Free-Volatility-Surface application. Enjoy building your options pricing tools!