Top 7.8% forks on pypi.org
pypi.org : py-vollib-vectorized
A fast, vectorized approach to calculating Implied Volatility and Greeks using the Black, Black-Scholes and Black-Scholes-Merton pricing.
Registry
-
Source
- Documentation
- JSON
purl: pkg:pypi/py-vollib-vectorized
Keywords:
finance
, finance-application
, greeks
, implied-volatility
, pandas
, py-vollib
, speedups
, trading
, trading-bot
, vectorization
, volatility
, volatility-modeling
License: MIT
Latest release: about 4 years ago
First release: about 4 years ago
Dependent repositories: 1
Downloads: 12,533 last month
Stars: 130 on GitHub
Forks: 33 on GitHub
See more repository details: repos.ecosyste.ms
Last synced: 7 days ago