py-vollib-vectorized

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0.1.1 py_vollib_vectorized-0.1.1-py3-none-any.whl

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Project: py-vollib-vectorized
Version: 0.1.1
Filename: py_vollib_vectorized-0.1.1-py3-none-any.whl
Download: [link]
Size: 30453
MD5: 60c2fb9e617be8d5c7ae69e90dddd033
SHA256: a8ebd2079dd52fd9cfef5a9a7afe83f8876d54218abc711990fd97d125b3e1d9
Uploaded: 2021-02-28 20:20:03 +0000

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METADATA

Metadata-Version: 2.1
Name: py-vollib-vectorized
Version: 0.1.1
Summary: A fast, vectorized approach to calculating Implied Volatility and Greeks using the Black, Black-Scholes and Black-Scholes-Merton pricing.
Author: Marc Demers
Author-Email: demers.marc[at]gmail.com
Home-Page: https://github.com/marcdemers/py_vollib_vectorized
License: MIT
Classifier: Development Status :: 4 - Beta
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: Topic :: Scientific/Engineering
Classifier: Topic :: Scientific/Engineering :: Mathematics
Classifier: Topic :: Scientific/Engineering :: Information Analysis
Classifier: Topic :: Software Development :: Libraries
Classifier: Programming Language :: Python :: 3.3
Classifier: Programming Language :: Python :: 3.4
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: Implementation
Classifier: License :: OSI Approved :: MIT License
Classifier: Topic :: Office/Business :: Financial
Classifier: Topic :: Office/Business :: Financial :: Investment
Requires-Dist: py-vollib (>=1.0.1)
Requires-Dist: numba (>=0.51.0)
Requires-Dist: py-lets-be-rational
Requires-Dist: numpy
Requires-Dist: pandas
Requires-Dist: scipy
Description-Content-Type: text/markdown
[Description omitted; length: 4410 characters]

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py_vollib_vectorized
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