Metadata-Version: 2.3
Name: volax
Version: 0.1.0
Summary: A library for differentiable option pricing.
Author: VolSight
Author-email: VolSight <volsight.inquiries@gmail.com>
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.11
Classifier: Programming Language :: Python :: 3.12
Classifier: Programming Language :: Python :: 3.13
Classifier: Programming Language :: Python :: 3.14
Requires-Dist: jax>=0.7.0
Requires-Dist: chex>=0.1.89
Requires-Dist: optax>=0.2.8
Requires-Dist: jax[cuda12] ; extra == 'cuda12'
Requires-Dist: jax[cuda13] ; extra == 'cuda13'
Requires-Python: >=3.11
Provides-Extra: cuda12
Provides-Extra: cuda13
Description-Content-Type: text/markdown

# volax: A python library for differentiable option pricing.

## Table of Contents
1. [Introduction](#introduction)
2. [Installation](#installation)

## Introduction

This library implements option pricing models in a manner which allows for differentiation by [JAX](https://docs.jax.dev/en/latest/)'s AutoGrad functionality.

## Installation

The easist way to install the library is via the pip package for your platform:

| Platform                  | Instructions                          |
|---------------------------|---------------------------------------|
| CPU                       | `pip install -U volax`                |
| NVIDIA GPU w/CUDA12       | `pip install -U "volax[cuda12]"`      |
| NVIDIA GPU w/CUDA13       | `pip install -U "volax[cuda13]"`      |

The difference between each package is the version of JAX that will be installed.
