nn_option_pricing.dataset

Synthetic dataset generation for the supervised pricing task.

The dataset is synthetic by design: option parameters are sampled from predefined ranges and labels are computed with the analytical Black-Scholes formula. This keeps the learning problem controlled and makes evaluation unambiguous.

Functions

generate_synthetic_dataset(config)	Generate option parameters and analytical Black-Scholes labels.
get_feature_columns([feature_set])	Return the model input columns associated with a named feature set.
load_dataset(path)	Load a dataset previously saved with save_dataset().
save_dataset(df, path)	Save a dataset to CSV, creating parent directories if needed.