Pricing derivatives & Structured products in Python
Run the file following commands, it will install dependencies and create a virtual environment for the project : In Windows :
python -m venv .venv
@REM Could also be python3 -m venv .venv
.\.venv\Scripts\pip.exe install -r requirements.txt
In Linux/MacOS
python -m venv .venv
# Could also be python3 -m venv .venv
.\.venv\bin\pip install -r requirements.txt -U
All the code is in the src
folder.
The project guidelines are in the static
folder.
The API is available here : https://structured-pricing-api-dauphine.koyeb.app/docs
The App is available here (it is directly connected to the API) : https://sp-app-in-python.streamlit.app/
The main part of the code (the API is available in src/main_backend.py). The whole project is dockerized in order to facilitate the deployment in the cloud.