4 projects
py-vollib
Deprecated transition package; install vollib instead.
vollib
Python library for calculating option prices, implied volatility and greeks.
py_lets_be_rational
Pure python implementation of Peter Jaeckel's LetsBeRational.
lets_be_rational
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.
