vollib/py_lets_be_rational vollib/py_lets_be_rational

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  • Created over 7 years ago
  • Updated 5 months ago
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vollib/py_lets_be_rational
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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.
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