4 projects
vollib-test
Python library for calculating option prices, implied volatility and greeks.
piecewise-rational
Shape-preserving piecewise rational cubic interpolation (Delbourgo-Gregory algorithm)
cody-special
High-precision error functions and normal distribution (Cody's algorithm)
shortfuse-lib
Don't just raise exceptions—kill the process. A fail-fast library for laying traps in forbidden code paths.
