vollib

option pricing, implied volatility, greeks

福島県福島市

Pinned Repositories

j_lets_be_rational
Language:Java4 2 03
j_vollib
Language:Java5 3 03
js_lets_be_rational
Language:CoffeeScript6 3 02
js_vollib
Language:JavaScript2 3 00
lets_be_rational
Language:C++39 6 313
py_lets_be_rational
Language:Python49 8 333
py_vollib
Language:Python308 16 2668
vollib
Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.
Language:Python674 17 592
vollib.github.io
The vollib organization site
Language:HTML0 2 00

vollib's Repositories

vollib/vollib
Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.
Language:Python674 17 592
vollib/py_vollib
Language:Python308 16 2668
vollib/py_lets_be_rational
Language:Python49 8 333
vollib/lets_be_rational
Language:C++39 6 313
vollib/js_lets_be_rational
Language:CoffeeScript6 3 02
vollib/j_vollib
Language:Java5 3 03
vollib/j_lets_be_rational
Language:Java4 2 03
vollib/js_vollib
Language:JavaScript2 3 00
vollib/vollib.github.io
The vollib organization site
Language:HTML0 2 00