py-vollib

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

Modern Black-Scholes-Merton pricing, Greeks, and implied volatility for Python. Rust core. Drop-in replacement for the abandoned py_vollib.

python rust options numpy quant quantitative-finance black-scholes implied-volatility greeks options-pricing black-scholes-merton pyo3 maturin py-vollib

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