├── .gitignore ├── LICENSE ├── README.md ├── benchmark └── benchmark.py ├── docs ├── Makefile ├── _static │ ├── benchmark.png │ ├── benchmark_table.rst │ └── theme.css ├── api │ └── api.rst ├── benchmarking.rst ├── conf.py ├── index.rst ├── installation.rst ├── make.bat ├── pkg_ref │ ├── greeks.rst │ ├── iv.rst │ └── models.rst ├── quick_start.rst └── requirements.txt ├── py_vollib_vectorized ├── __init__.py ├── _iv_models.py ├── _model_calls.py ├── _numerical_greeks.py ├── api.py ├── greeks.py ├── implied_volatility.py ├── models.py └── util │ ├── __init__.py │ ├── data_format.py │ ├── greeks_helpers.py │ └── jit_helper.py ├── readthedocs.yml ├── setup.py └── tests ├── __init__.py ├── fake_data.csv ├── test_data_py_vollib.json ├── test_entrypoints.py └── test_monkeypatch.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/marcdemers/py_vollib_vectorized/HEAD/.gitignore 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