marcdemers py_vollib_vectorized issues

marcdemers / py_vollib_vectorized

A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.

MIT License

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fix bug of greeks Nan of spot price < 0.01

#18 tinix84 opened 6 months ago
0
Cannot install on Python version 3.12.0

#17 DiggMath2410 opened 1 year ago
0
same IV and greeks for all puts and calls

#16 buckrogerss opened 1 year ago
1
Get other solutions for Implied Vol

#15 ShuningZhao opened 1 year ago
0
NumbaDrespecationWarning

#14 lucassherbrook opened 1 year ago
0
vectorized_black gives the undiscounted option price

#13 ccagrawal opened 1 year ago
1
Alternative handling for when price is below/above intrinsic

#12 richy1996 closed 1 year ago
3
ModuleNotFoundError: No module named '_testcapi'

#11 xxholyChalicexx opened 1 year ago
1
py_vollib_vectorized.greeks.delta function doesn't with model as 'black' raises 'TypeError: too many arguments: expected 6, got 7'

#10 dilpreet300 closed 1 year ago
1
Add additional keys to the binary_flag dictionary in the util.data_format file

#9 timothyareed opened 2 years ago
1
Frequent error related to numba

#8 gjain75 opened 2 years ago
0
ModuleNotFoundError: No module named '_testcapi'

#7 jenish99 closed 3 years ago
3
Greeks test has no assert

#6 marcdemers opened 3 years ago
0
Theta values differ significantly between py_vollib and py_vollib_vectorized

#5 dmastylo closed 3 years ago
5
price_dataframe non-default source index breaks results

#4 rhodge1 opened 3 years ago
2
vectorized_delta doesn't call numerical_delta_black correctly

#3 m1jkf00 opened 3 years ago
2
Example fails with numba error

#2 quazzuk closed 3 years ago
3
Wrong intrinsic value check

#1 omdv closed 3 years ago
11