vollib

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1. vollib vollib Public

   Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Sc…

   Python 1k 138

2. py_vollib py_vollib Public

   Python 439 95

3. py_lets_be_rational py_lets_be_rational Public

   Python 74 42

4. lets_be_rational lets_be_rational Public

   C++ 49 20

5. js_lets_be_rational js_lets_be_rational Public

   CoffeeScript 8 2

6. j_vollib j_vollib Public

   Java 6 3