piwheels

vanilla-option-pricers

Numba-vectorised Black-Scholes-Merton and Bachelier prices, Greeks, and implied-volatility fits over NumPy arrays for quantitative research pipelines

Installation

In a virtualenv (see these instructions if you need to create one):

pip3 install vanilla-option-pricers

Dependencies

• numba
• numpy

Releases

Version	Released	Bookworm Python 3.11	Trixie Python 3.13	Files
2.3.0	2026-10-25
vanilla_option_pricers-2.3.0-py3-none-any.whl (47 KB)
2.2.1	2026-10-07
vanilla_option_pricers-2.2.1-py3-none-any.whl (29 KB)
2.2.0	2026-09-08
vanilla_option_pricers-2.2.0-py3-none-any.whl (26 KB)
2.1.0	2026-08-20
vanilla_option_pricers-2.1.0-py3-none-any.whl (25 KB)
2.0.0	2026-08-18
vanilla_option_pricers-2.0.0-py3-none-any.whl (23 KB)
1.3.1	2026-08-16
vanilla_option_pricers-1.3.1-py3-none-any.whl (22 KB)
1.3.0	2026-07-22
vanilla_option_pricers-1.3.0-py3-none-any.whl (22 KB)
1.2.3	2026-07-22
vanilla_option_pricers-1.2.3-py3-none-any.whl (15 KB)
1.2.2	2025-08-07
1.2.1	2025-08-03
1.1.2	2025-04-11
1.1.1	2025-04-11
1.0.4	2024-07-02
vanilla_option_pricers-1.0.4-py3-none-any.whl (21 KB)
1.0.3	2024-06-21
vanilla_option_pricers-1.0.3-py3-none-any.whl (21 KB)
1.0.2	2024-06-18
vanilla_option_pricers-1.0.2-py3-none-any.whl (21 KB)
1.0.1	2024-06-10
vanilla_option_pricers-1.0.1-py3-none-any.whl (21 KB)

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