v2.0.1

Release Notes – v2.0.1

Project Configuration Updates

Build System

• Added new build dependencies:
  • scipy >= 1.15.3
  • arch >= 7.2.0
  • pandas >= 2.2.3

Project Metadata

• Fixed repository URL configuration to comply with PEP 621
• Added project keywords: value at risk, risk management, financial risk, risk metrics
• Fixed authors field format to comply with PEP 621
• Added project classifiers:
  • Operating System :: OS Independent
  • License :: OSI Approved :: MIT License

Package Configuration

• Updated version to 2.0.1
• Modified package exclusions to keep docs directory in the build

Download

PyPI

pip install varpy==2.0.1

Source

git clone https://github.com/EM51641/varpy.git
cd varpy
git checkout v2.0.1
pip install .

Requirements

• Python >= 3.10
• Dependencies:
  • pandas >= 2.2.3
  • numpy >= 2.2.5
  • scipy >= 1.15.3
  • arch >= 7.2.0