Lecture "Structured Products in Python" from Paris-Dauphine University.

Project goals

Pricing derivatives & Structured products in Python

Setting up the project

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.

Access API

The API is available here : https://structured-pricing-api-dauphine.koyeb.app/docs

Access App

The App is available here (it is directly connected to the API) : https://sp-app-in-python.streamlit.app/

Description

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.