py-vollib-vectorized
A fast, vectorized approach to calculating Implied Volatility and Greeks using the Black, Black-Scholes and Black-Scholes-Merton pricing.
Installation
In a virtualenv (see these instructions if you need to create one):
pip3 install py-vollib-vectorized
Releases
| Version | Released | Bullseye Python 3.9 |
Bookworm Python 3.11 |
Files |
|---|---|---|---|---|
| 0.1.1 | 2021-02-28 | |||
| 0.1 | 2020-12-17 | |||
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