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.
1 maintainer
Metadata
1 maintainer
Release files for volatilipy 0.1.4
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Source distribution (sdist)
| File | Size | Uploaded | |
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| volatilipy-0.1.4.tar.gz | 206.5 kB | Details |
Built distribution (wheel)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| volatilipy-0.1.4-py2.py3-none-any.whl | Python 3, Python 2 | none | any | Details |
Total release size: 219.2 kB
Release files / volatilipy-0.1.4.tar.gz
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| Tags | Python 2 Python 3 |
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