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depscope/pypi/calibration-nn

calibration-nn

pypiv0.2.0

Open-source Python calibration engine that uses neural networks as fast surrogates to calibrate stochastic volatility models (Heston, rough Heston, Bates, SABR, …) to implied volatility surfaces.

License GPL-3.0strong copyleft1 versions5 deps1 weekly dl
Kaloyan-Dimitrov/CaNN
54
/ 100
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use with caution

[email protected] low health (54/100) — consider alternatives

  • Moderate health score (54/100) — verify manually
Health breakdown0 – 100
20/25
maintenance
0/20
popularity
25/25
security
9/15
maturity
0/15
community
Vulnerabilities
0
none known

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Dependencies (5)
torchnumpypandasscipyPyYAML
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Last updated · 2026-03-22T09:34:10.309788Z

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