Installation

This repo targets Python 3.12+ and supports a small core install plus extras for plotting, notebooks, docs, and development.

Fastest install from GitHub

pip install "git+https://github.com/willemk-stack/option-pricing-library.git"

Quick import check:

python -c "import option_pricing; print(option_pricing.__name__)"

Editable local checkout

From the repository root:

python -m venv .venv
# Windows
.\.venv\Scripts\activate
# macOS / Linux
# source .venv/bin/activate

python -m pip install --upgrade pip
pip install -e .

Use the editable install while working on the library, notebooks, or docs.

Supported extras

These extras come directly from pyproject.toml:

Extra	Install command	Use it for
Core only	pip install -e .	Pricing library development without optional tooling
Plotting	pip install -e ".[plot]"	Matplotlib and pandas-backed diagnostics or figure generation
Notebooks	pip install -e ".[notebooks]"	Jupyter-based demo and exploration workflows
Development	pip install -e ".[dev]"	Tests, benchmarks, linting, formatting, and type checks
Docs	pip install -e ".[docs]"	MkDocs Material and API-reference generation

Common local commands

Run the same checks used throughout the repo:

ruff check .
black --check .
pytest -q
mypy

Build the published-style benchmark bundle:

RUN_BENCHMARKS=1 pytest benchmarks -q --benchmark-only --benchmark-json benchmarks/artifacts/pytest-benchmark.json --benchmark-verbose
python scripts/build_benchmark_artifacts.py --pytest-benchmark-json benchmarks/artifacts/pytest-benchmark.json

Build the docs locally after installing .[docs]:

mkdocs serve