vanilla-option-pricers
Numba-vectorised Black-Scholes-Merton and Bachelier prices, Greeks, and implied-volatility fits over NumPy arrays for quantitative research pipelines
View on Github
Activity
- Latest release
- 1w ago
- Total releases
- 14
- Cadence
- ~10 days
- Last 12 months
- 7
Reach
- Stars
- 14
Details
- License
- MIT
- First release
- Jun 10, 2024
Releases
| Version | Released | |
|---|---|---|
2.2.0
minor
| ||
2.1.0
minor
| ||
2.0.0
major
| ||
1.3.1
patch
| ||
1.3.0
minor
| ||
1.2.3
patch
| ||
1.2.2
patch
| ||
1.2.1
minor
| ||
1.1.2
patch
| ||
1.1.1
minor
| ||
1.0.4
patch
| ||
1.0.3
patch
| ||
1.0.2
patch
| ||
1.0.1
initial
|