Reverse Dependencies of py_vollib

The following projects have a declared dependency on py_vollib:

• black-scholes-pyvollib-gamma — Custom package with only the gamma function from py_vollib
• giquant — Quant & Trading tools.
• jupyter-quant — Jupyter quant research environment.
• py-vollib-vectorized — A fast, vectorized approach to calculating Implied Volatility and Greeks using the Black, Black-Scholes and Black-Scholes-Merton pricing.
• quantplay — This python package will be stored in AWS CodeArtifact
• sdevpy — Python package for Machine Learning in Finance
• stock-utilities — This library is a wrapper around the finance libraries in order to give out a data model different from raw pandas and be usable in production services
• tardis-ingestors — Tardis.dev ingestors for processed data
• vanilla-option-pricing — Stochastic model for vanilla option pricing