PrototypeCommon
marcdemers/py_vollib_vectorized
A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.
- Owner
- marcdemers (personal account)
- Stars
- Stars: 162
- Forks
- Forks: 39
- Language
- Python
- License
- MIT
- Created
- 2020
- Topics
- py-vollibspeedupsgreeksvectorizationpandasfinancefinance-applicationimplied-volatilityvolatilityvolatility-modeling
- Tier
- Prototype (100 to 249 ★) What this tier means
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