Wrappers around Quantlib and Pandas to faciliate the creation of volatility surfaces for equity option valuations
Project description
Volatilipy
Wrappers around Quantlib and Pandas to faciliate the creation of volatility surfaces for equity option valuations
Free software: MIT license
Documentation: https://volatilipy.readthedocs.io.
Features
TODO
Credits
This package was created with Cookiecutter and the audreyr/cookiecutter-pypackage project template.
History
0.1.4 (2023-01-17)
Fix Quantlib deprecations in ActualActual() and UnitedStates().
Fix pandas FutureWarning involving numeric_only default value.
0.1.3 (2022-10-11)
Drop the ‘how’ parameter from _drop_sparse_columns() for coherence with Pandas 1.5.0
0.1.2 (2021-06-16)
Changed VolatilitySurface object to be able to accept a grid of volatilies instead of an OptionsData object
0.1.0 (2021-03-10)
First release on PyPI.
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