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vollib
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py_vollib
MIT License
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if spot price is less than 0.01 greeks are returning Nan
#28
tinix84
opened
6 months ago
0
ModuleNotFoundError: No module named '_testcapi'
#27
posidonius
opened
8 months ago
1
faster d1() calc
#26
bclrk
opened
8 months ago
0
NumbaDeprecationWarning
#25
mainTrim13
opened
10 months ago
0
[Question] Is it possible to calculate IV if the option price is given?
#24
pinkfrog9
opened
11 months ago
1
Incorrect Theta calculation
#23
dilpreet300
opened
1 year ago
0
Zero strike price
#22
lukaskiss222
opened
1 year ago
0
Strike from IV and delta
#21
micycle1
closed
1 year ago
1
Importing library in PyCharm Python Console raises ModuleNotFoundError
#20
guruappa
closed
1 year ago
1
Feature Request: Second Order Greeks
#19
atreyadaz
opened
2 years ago
2
Dealing with deep in-the-money index option
#18
TNightV
closed
1 year ago
1
Importing py_vollib causes a MySQL import error in a Flask App
#17
tmb-ltsdw
closed
1 year ago
1
Boundary condiiton error
#16
evelynmitchell
closed
1 year ago
1
What are 'b' and 'pricing function' arguments for numerical greeks
#15
andr3w321
closed
1 year ago
1
vectorization in py_vollib
#14
nrathod7
closed
1 year ago
8
Black-Scholes implied vol BelowIntrinsicError with negative risk-free rate
#13
stnatter
closed
4 years ago
1
Get Price from Vol
#12
topchatz
closed
1 year ago
1
ImportError: No module named '_testcapi'
#11
AngusWG
closed
2 years ago
4
Black Model's gamma gives a very low number?
#10
fightthepower
closed
5 years ago
1
Clean up documentation on implied_volatility function in black_schole_merton
#9
colinmcorcoran
opened
5 years ago
0
Very slow to run on SQL Server 2017
#8
YizeD
closed
1 year ago
1
BelowIntrinsicValue exception for Deep in the money put
#7
shuara
closed
1 year ago
1
Strange values for rho
#6
mrcartier
closed
6 years ago
1
Deep ITM European Options
#5
MagicEthan
closed
7 years ago
4
Do you have any plans adding a SABR model?
#4
stnatter
closed
4 years ago
1
How to use this lib?
#3
kramer65
closed
1 year ago
2
Unable to update to latest version with pip
#2
romanrdgz
closed
7 years ago
1
Multiple ZeroDivisionError error on Windows
#1
sauravkedia10
closed
1 year ago
6