This is stars and forks stats for /vollib/vollib repository. As of 26 Apr, 2024 this repository has 528 stars and 86 forks.
vollib vollib is a python library for calculating option prices, implied volatility and greeks. At its core is Peter Jäckel's source code for LetsBeRational, an extremely fast and accurate algorithm for obtaining Black's implied volatility from option prices. Building on this solid foundation, vollib provides functions to calculate option prices, implied volatility and greeks using Black, Black-Scholes, and Black-Scholes-Merton. vollib implements both analytical and numerical greeks for each of the...
vollib vollib is a python library for calculating option prices, implied volatility and greeks. At its core is Peter Jäckel's source code for LetsBeRational, an extremely fast and accurate algorithm for obtaining Black's implied volatility from option prices. Building on this solid foundation, vollib provides functions to calculate option prices, implied volatility and greeks using Black, Black-Scholes, and Black-Scholes-Merton. vollib implements both analytical and numerical greeks for each of the...
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