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A package that generates a terminal for display realtime volatility analytics

Project description

PyVol Surface

A package that utilises QT and OpenGL graphics to visualise realtime 3D volatility surfaces and analytics.

Key Features

  • Realtime plotting
  • Can use your own engines for option pricing, interest/divident-rates and interpolation engines (package includes default engines)
  • Can use options with a future as the underlying and many different underlyings for the same option's chain.
  • Generate the surface's smile and term structure at any point along the surface

Minimum Requirements

  • numpy==2.2.6
  • pandas==2.2.3
  • PyOpenGL==3.1.9
  • PyOpenGL-accelerate==3.1.9
  • pyqtgraph==0.14.0.dev0
  • PySide6==6.9.1

Requirements for examples

  • nest_asyncio==1.6.0
  • numba==0.61.2
  • websockets==15.0.1
  • Requests==2.32.3
  • scipy==1.15.2
  • py_vollib_vectorized==0.1.1

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