Welcome to py_vollib’s documentation!


The following three top level modules are documented for users of this library.

  • .black

  • .black_scholes

  • .black_scholes_merton

The module py_vollib.helpers.*, in particular, is not intended for public use. As the name implies, they were created to help with the implementation of functions in the public API. Use them directly at your own risk.

Similarly, the module py_vollib.ref_python was created exclusively for sanity checking and testing purposes. It provides no additional functionality over and above the main three modules listed above, and should therefore be of little interest to most users.