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        "description": ".. image:: https://travis-ci.org/i05nagai/mafipy.svg?branch=master\n   :target: https://travis-ci.org/i05nagai/mafipy\n\n.. image:: https://circleci.com/gh/i05nagai/mafipy.svg?style=svg\n    :target: https://circleci.com/gh/i05nagai/mafipy\n\n.. image:: https://codeclimate.com/github/i05nagai/mafipy/badges/gpa.svg\n   :target: https://codeclimate.com/github/i05nagai/mafipy\n   :alt: Code Climate\n\n.. image:: https://codeclimate.com/github/i05nagai/mafipy/badges/coverage.svg\n   :target: https://codeclimate.com/github/i05nagai/mafipy/coverage\n   :alt: Test Coverage\n\n.. image:: https://codeclimate.com/github/i05nagai/mafipy/badges/issue_count.svg\n   :target: https://codeclimate.com/github/i05nagai/mafipy\n   :alt: Issue Count\n\n.. image:: https://badges.gitter.im/mafipy/Lobby.svg\n   :alt: Join the chat at https://gitter.im/mafipy/Lobby\n   :target: https://gitter.im/mafipy/Lobby?utm_source=badge&utm_medium=badge&utm_campaign=pr-badge&utm_content=badge\n\n\nmafipy\n======\n\nDescription\n============\n\nmathmatical finance in python.\nSupported methods are belows:\n\n* replication method\n\n  * QuantoCMS\n\n* Analytic formula\n\n  * Black Scholes\n\n  * Black\n\n  * SABR\n\n* Quasi Monte Carlo\n\n  * sobol sequence (cython) up to 21202 dimension\n\nInstallation\n============\n\n.. code:: shell\n\n   pip install mafipy\n\nRun examples\n\n.. code:: shell\n\n   git clone https://github.com/i05nagai/mafipy.git\n   cd mafipy\n   python examples/plot_smile_curve_sabr.py\n\nYou will see the following drawing.\n\n.. image:: ./docs/images/examples/plot_simle_curve_sabr.png\n   :target: ./docs/images/examples/plot_simle_curve_sabr.png\n   :height: 400px\n   :width: 500 px\n   :align: center\n\nDocumentation\n=============\n* `API document`_ \n\n  .. _API document: https://i05nagai.github.io/mafipy_docs/html/\n\n* `Benchmarks`_\n\n  .. _`Benchmarks`: https://i05nagai.github.io/mafipy_benchmarks/html/\n\nContributing\n============\nSet up development environment.\n\n.. code:: shell\n\n   git clone https://github.com/i05nagai/mafipy.git\n   cd mafipy\n   git submodule init\n   git submodule update\n   pip install -r requirements.txt\n\n\nBuilds\n------\n\nTo generate c files,\n\n.. code:: shell\n\n   python setup.py build_ext\n\n\nTest\n-----\n\nTo run tests, you additionally need to install `pytest`.\n\n.. code:: shell\n\n   pip install -r requirements-dev.txt\n   python setup.py test\n\n\nBenchmarks\n----------\n\n`asv` is required to execute benchmarks.\nYou can install `asv` by `pip`.\n\n.. code:: shell\n\n   pip install asv\n\nThen \n\n.. code:: shell\n\n   # execute benchmarks\n   python setup.py benchmark\n   # generate html file from the results\n   python setup.py benchmark_publish\n   # preview the generated html through local server\n   python setup.py benchmark_preview\n\nRelated Projects\n================\n* `GitHub - lballabio/QuantLib: The QuantLib C++ library <https://github.com/lballabio/QuantLib>`_\n\n  * One of the best library for mathmatical finance.\n    The library is written in C++. \n    There are many wrapper projects of the QuantLib.\n* `GitHub - finmath/finmath-lib: Mathematical Finance Library: Algorithms and methodologies related to mathematical finance. <https://github.com/finmath/finmath-lib>`_\n\n  * Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.\n    The library is written in Java.\n\n\n",
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