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vollib

option pricing, implied volatility, greeks

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  1. vollib 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-Sc…

    Python 691 95

  2. py_vollib py_vollib Public

    Python 314 71

  3. py_lets_be_rational py_lets_be_rational Public

    Python 52 33

  4. lets_be_rational lets_be_rational Public

    C++ 39 14

  5. js_lets_be_rational js_lets_be_rational Public

    CoffeeScript 7 2

  6. j_vollib j_vollib Public

    Java 5 3

Repositories

Showing 9 of 9 repositories
  • py_lets_be_rational Public
    vollib/py_lets_be_rational’s past year of commit activity
    Python 52 33 3 2 Updated Jul 20, 2024
  • vollib.github.io Public

    The vollib organization site

    vollib/vollib.github.io’s past year of commit activity
    HTML 0 0 0 0 Updated Mar 8, 2024
  • py_vollib Public
    vollib/py_vollib’s past year of commit activity
    Python 314 MIT 71 7 2 Updated Feb 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.

    vollib/vollib’s past year of commit activity
    Python 691 MIT 95 2 1 Updated Jun 5, 2023
  • js_vollib Public
    vollib/js_vollib’s past year of commit activity
    JavaScript 2 0 0 0 Updated Jan 22, 2018
  • j_vollib Public
    vollib/j_vollib’s past year of commit activity
    Java 5 3 0 0 Updated Jan 22, 2018
  • js_lets_be_rational Public
    vollib/js_lets_be_rational’s past year of commit activity
    CoffeeScript 7 2 0 0 Updated Jan 18, 2018
  • j_lets_be_rational Public
    vollib/j_lets_be_rational’s past year of commit activity
    Java 4 3 0 0 Updated Jan 18, 2018
  • lets_be_rational Public
    vollib/lets_be_rational’s past year of commit activity
    C++ 39 14 3 0 Updated Apr 4, 2015

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