PyPI page
Author:
Marwin Steiner
License:
MIT
Summary:
Stochastic volatility inspired (SVI) parametrizations of the implied volatility surface, plus the SABR model, in Python!
Latest version:
1.0.0
Required dependencies:
loguru
|
numpy
|
pandas
|
py-lets-be-rational
|
py-vollib
|
scipy
|
twine
Optional dependencies:
numba
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