py_lets_be_rational

Last released Apr 13, 2017

Pure python implementation of Peter Jaeckel's LetsBeRational.

py_vollib

Last released Apr 10, 2017

vollib

Last released May 17, 2016

UNKNOWN

lets_be_rational

Last released Apr 3, 2015

Peter Jäckel's LetsBeRational is an extremely fast and accurate method for obtaining Black's implied volatility from option prices with as little as two iterations to maximum attainable precision on standard(64 bit floating point) hardware for all possible inputs.