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    9 repositories

    • py_lets_be_rational

      Public
      Python
      •33•52•3•2•Updated Jul 20, 2024Jul 20, 2024

    • vollib.github.io

      Public
      The vollib organization site
      HTML
      •
      Other
      •0•0•0•0•Updated Mar 8, 2024Mar 8, 2024

    • py_vollib

      Public
      Python
      •
      MIT License
      •71•314•7•2•Updated Feb 22, 2024Feb 22, 2024

    • vollib

      Public
      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.
      Python
      •
      MIT License
      •95•692•2•1•Updated Jun 5, 2023Jun 5, 2023

    • js_vollib

      Public
      JavaScript
      •0•2•0•0•Updated Jan 22, 2018Jan 22, 2018

    • j_vollib

      Public
      Java
      •3•5•0•0•Updated Jan 22, 2018Jan 22, 2018

    • js_lets_be_rational

      Public
      CoffeeScript
      •
      Other
      •2•7•0•0•Updated Jan 18, 2018Jan 18, 2018

    • j_lets_be_rational

      Public
      Java
      •3•4•0•0•Updated Jan 18, 2018Jan 18, 2018

    • lets_be_rational

      Public
      C++
      •14•39•3•0•Updated Apr 4, 2015Apr 4, 2015