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Author:
Marc Demers
License:
MIT
Summary:
A fast, vectorized approach to calculating Implied Volatility and Greeks using the Black, Black-Scholes and Black-Scholes-Merton pricing.
Latest version:
0.1.1
Required dependencies:
numba
|
numpy
|
pandas
|
py-lets-be-rational
|
py-vollib
|
scipy
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