py_vollib package¶
Subpackages¶
- py_vollib.black package
- py_vollib.black_scholes package
- py_vollib.black_scholes_merton package
- py_vollib.helpers package
- py_vollib.ref_python package
- Subpackages
- py_vollib.ref_python.black package
- py_vollib.ref_python.black_scholes package
- py_vollib.ref_python.black_scholes_merton package
- Module contents
- Subpackages
Module contents¶
py_vollib¶
A library for option pricing, implied volatility, and greek calculation. py_vollib is based on lets_be_rational, a Python wrapper for LetsBeRational by Peter Jaeckel as described below.
| copyright: | © 2017 Gammon Capital LLC |
|---|---|
| license: | MIT, see LICENSE for more details. |
About LetsBeRational:¶
The source code of LetsBeRational resides at www.jaeckel.org/LetsBeRational.7z .
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Copyright © 2013-2014 Peter Jäckel.
Permission to use, copy, modify, and distribute this software is freely granted,
provided that this notice is preserved.
WARRANTY DISCLAIMER
The Software is provided "as is" without warranty of any kind, either express or implied,
including without limitation any implied warranties of condition, uninterrupted use,
merchantability, fitness for a particular purpose, or non-infringement.
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