quantkit (Python)
Python bindings for the Rust quantkit library (not published to PyPI).
import numpy as np
import quantkit as qk
qk.bs_price(42, 40, 0.10, 0.20, 0.5) # 4.759...
qk.bs_greeks(42, 40, 0.10, 0.20, 0.5) # {'delta': ..., 'gamma': ..., ...}
qk.implied_vol(1.875, 21, 20, 0.10, 0.25) # ~0.235
spots = np.linspace(80, 120, 5)
qk.bs_price_batch(spots, 100.0, 0.03, 0.2, 1.0) # same-shape arrays; scalars broadcast
d = qk.implied_vol_detailed(prices, spots, 100.0, 0.03, 1.0) # per-row status, residual, iterations, vega, messages
ds = qk.make_dataset(rows=10_000, seed=7) # reproducible dataset + audit metadata
Build locally with maturin develop --release. The wheel uses the Python 3.9 stable ABI and
declares Requires-Python >=3.9, numpy>=1.22.0. It passed the test-suite on ten exact CPython/NumPy
combinations (Windows x86-64 only), listed in docs/compatibility.md; Linux and macOS are untested. See docs/NUMERICS.md for shape, error and
threading semantics and docs/BENCHMARKS.md for measured performance.
1 maintainer
Metadata
1 maintainer
Release files for quantkit-rs 0.2.0
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Source distribution (sdist)
| File | Size | Uploaded | Provenance | |
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| quantkit_rs-0.2.0.tar.gz | 244.7 kB | With provenance | Details |
Built distributions (wheels)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| quantkit_rs-0.2.0-cp39-abi3-win_amd64.whl | CPython 3.9 | abi3 | Windows x86-64 | Details |
| quantkit_rs-0.2.0-cp39-abi3-manylinux_2_17_x86_64.manylinux2014_x86_64.whl | CPython 3.9 | abi3 | Linux glibc 2.17+ x86-64 | Details |
| quantkit_rs-0.2.0-cp39-abi3-macosx_11_0_arm64.whl | CPython 3.9 | abi3 | macOS 11.0+ ARM64 | Details |
Total release size: 1.8 MB
Release files / quantkit_rs-0.2.0.tar.gz
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