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yassinemaaroufi / MibianLib

Python Options Pricing Library
http://code.mibian.net
260 stars 79 forks source link

Enhancment #3

Closed Jakobovski closed 9 years ago

Jakobovski commented 9 years ago

Hi,

Would you be interested in me adding a function to calculate an options volatility?

yassinemaaroufi commented 9 years ago

Hi

There's a function for the volatility already. But can always add your own if it bring added value.

Keep in mind that the library is open source which means that you can modify as you wish.

Best regards

Yassine On Nov 26, 2014 4:49 AM, "Zohar Jackson" notifications@github.com wrote:

Hi,

Would you be interested in me adding a function to calculate an options volatility?

— Reply to this email directly or view it on GitHub https://github.com/yassinemaaroufi/MibianLib/issues/3.

Jakobovski commented 9 years ago

As far as I can tell there is a function to calculate the implied volatility. But I am interested in calculating the actual volatility. No worries I will just modify myself.