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vollib

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vollib

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-Scholes-Merton.

py_vollib

py_lets_be_rational

lets_be_rational

js_lets_be_rational

j_vollib

j_lets_be_rational

js_vollib