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vanilla-option-pricers


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Author: None
License: GNU GENERAL PUBLIC LICENSE Version 3, 29 June 2007 Copyright (C) 2007 Free Software Foundation, Inc. <https://fsf.org/> Everyone is permit...
Summary: Fast and vectorised pricer and implied volatility fitters for Black-Scholes and Merton models
Latest version: 1.2.2
Required dependencies: numba | numpy
Optional dependencies: black | flake8 | fsspec | ipykernel | ipywidgets | isort | jinja2 | jupyter | jupyterlab | line-profiler | matplotlib | memory-profiler | mypy | notebook | openpyxl | pandas | pandas-datareader | plotly | pre-commit | psycopg2 | py-spy | pyarrow | pybloqs | pytest | pytest-cov | pytest-mock | pytest-xdist | qis | scalene | seaborn | sqlalchemy | statsmodels | tabulate | vanilla-option-pricers | yfinance

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