quant-opts 0.1.0

Python bindings for quant-opts

quant-opts Python bindings

Built with pyo3 + maturin. Provides Black–Scholes pricing, rational pricing, Greeks, and rational implied volatility.

Quick usage (dev install)

cd bindings/python
# optional: create venv
python -m venv .venv
source .venv/bin/activate  # or .venv\Scripts\activate on Windows
pip install maturin
maturin develop --release
python - <<'PY'
from quant_opts import price, greeks, rational_implied_vol

print('price', price('call', 105, 100, 0.25, 0.03, 0.01, 0.22))
print('iv', rational_implied_vol(4.25, 'call', 102, 100, 0.25, 0.02, 0.0))
print('greeks', greeks('call', 105, 100, 0.25, 0.03, 0.01, 0.22))
PY

Build wheels

cd bindings/python
maturin build --release
# or maturin publish (requires PyPI creds/Trusted Publisher)

Example script

After maturin develop --release -m bindings/python/pyproject.toml you can run:

python examples/python_cli/main.py

This prints price, rational price, delta, and implied vol to sanity-check the build.

Notes

• Module name: quant_opts.core (re-exported from quant_opts/__init__.py for a flat import surface).
• Type hints included (PEP 561): .pyi stubs + py.typed shipped with the wheel.
• Requires Python >=3.9, Rust toolchain, and maturin.