Package · PyPI

py-vollib-vectorized

PyPI · v0.1.1 · MIT

A fast, vectorized approach to calculating Implied Volatility and Greeks using the Black, Black-Scholes and Black-Scholes-Merton pricing.

Not filed under any category yet: no assignment reached confidence 0.5.

Install

pip install py-vollib-vectorized

Adoption

Adoption
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Popularity
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Dependents
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Maintenance
0.04
DerivedRelease cadence and recency, 0 to 1
Releases per year
9.9
2 versions over its life

Growth by period

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7 days
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30 days
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90 days
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1 year
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Adoption history

Adoption history

PyPI publishes no adoption count, so there is no history to chart. That is a fact about the registry, not a gap in ours: the package’s releases and maintenance are measured instead.

Facts from the registry

Latest version
v0.1.1
2 versions
First published
DEC 17, 2020
Last release
FEB 28, 2021
6y ago
Licence
MIT

Repository

Not in the Crest catalog

marcdemers/py_vollib_vectorized (GitHub, opens in a new tab)

The catalog tracks GitHub repositories with more than 500 stars; this one has no Crest page, so its figures are not shown here.

Dependencies latest version · v0.1.1

Runtime 6

  • numba>=0.51.0
  • numpyAny version
  • pandasAny version
  • py-lets-be-rationalAny version
  • py-vollib>=1.0.1
  • scipyAny version

No related package is in the catalog yet.

Related news

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