vollib package

Subpackages

• vollib.black package
  • Subpackages
    • vollib.black.greeks package
      • Submodules
      • vollib.black.greeks.analytical module
        • vollib.black.greeks.analytical
        • About LetsBeRational:
      • vollib.black.greeks.numerical module
        • vollib.black.greeks.numerical
        • About LetsBeRational:
      • Module contents
  • Submodules
  • vollib.black.implied_volatility module
    • vollib.black.implied_volatility
    • About LetsBeRational:
  • Module contents
    • vollib.black
    • About LetsBeRational:
• vollib.black_scholes package
  • Subpackages
    • vollib.black_scholes.greeks package
      • Submodules
      • vollib.black_scholes.greeks.analytical module
        • vollib.black_scholes.greeks.analytical
        • About LetsBeRational:
      • vollib.black_scholes.greeks.numerical module
        • vollib.black_scholes.greeks.numerical
        • About LetsBeRational:
      • Module contents
  • Submodules
  • vollib.black_scholes.implied_volatility module
    • vollib.black_scholes.implied_volatility
    • About LetsBeRational:
  • Module contents
    • vollib.black_scholes
    • About LetsBeRational:
• vollib.black_scholes_merton package
  • Subpackages
    • vollib.black_scholes_merton.greeks package
      • Submodules
      • vollib.black_scholes_merton.greeks.analytical module
        • vollib.black_scholes_merton.greeks.analytical
        • About LetsBeRational:
      • vollib.black_scholes_merton.greeks.numerical module
      • Module contents
  • Submodules
  • vollib.black_scholes_merton.implied_volatility module
    • vollib.black_scholes_merton.implied_volatility
    • About LetsBeRational:
  • Module contents
    • vollib.black_scholes_merton
    • About LetsBeRational:
• vollib.helper package
  • Submodules
  • vollib.helper.numerical_greeks module
    • vollib.helper.numerical_greeks
    • About LetsBeRational:
    • Note about the parameter “b”:
  • Module contents
    • vollib.helper
    • About LetsBeRational:
• vollib.tests package
  • Submodules
  • vollib.tests.test_black_scholes module
  • vollib.tests.test_black_scholes_greeks module
  • vollib.tests.test_utils module
  • Module contents

Module contents

vollib

A library for option pricing, implied volatility, and greek calculation. vollib is based on lets_be_rational, a Python wrapper for LetsBeRational by Peter Jaeckel as described below.

copyright:© 2015 Iota Technologies Pte Ltd license:MIT, see LICENSE for more details.

About LetsBeRational:

The source code of LetsBeRational resides at www.jaeckel.org/LetsBeRational.7z .

========================================================================================
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.
========================================================================================