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 …
Installation
In a virtualenv (see these instructions if you need to create one):
pip3 install lets-be-rational
Releases
| Version | Released | Buster Python 3.7 |
Bullseye Python 3.9 |
Bookworm Python 3.11 |
Files |
|---|---|---|---|---|---|
| 1.0.9 | 2015-04-03 | ||||
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