├── .gitignore ├── LICENSE ├── README.rst ├── dev-requirements.txt ├── docs ├── Makefile ├── _build │ ├── doctrees │ │ ├── apidoc │ │ │ ├── modules.doctree │ │ │ ├── py_vollib.black.doctree │ │ │ ├── py_vollib.black.greeks.doctree │ │ │ ├── py_vollib.black_scholes.doctree │ │ │ ├── py_vollib.black_scholes.greeks.doctree │ │ │ ├── py_vollib.black_scholes_merton.doctree │ │ │ ├── py_vollib.black_scholes_merton.greeks.doctree │ │ │ ├── py_vollib.doctree │ │ │ ├── py_vollib.helpers.doctree │ │ │ ├── py_vollib.ref_python.black.doctree │ │ │ ├── py_vollib.ref_python.black.greeks.doctree │ │ │ ├── py_vollib.ref_python.black_scholes.doctree │ │ │ ├── py_vollib.ref_python.black_scholes.greeks.doctree │ │ │ ├── py_vollib.ref_python.black_scholes_merton.doctree │ │ │ ├── py_vollib.ref_python.black_scholes_merton.greeks.doctree │ │ │ └── py_vollib.ref_python.doctree │ │ ├── environment.pickle │ │ └── index.doctree │ └── html │ │ ├── .buildinfo │ │ ├── _modules │ │ ├── index.html │ │ ├── py_vollib │ │ │ ├── black.html │ │ │ ├── black │ │ │ │ ├── greeks │ │ │ │ │ ├── analytical.html │ │ │ │ │ └── numerical.html │ │ │ │ └── implied_volatility.html │ │ │ ├── black_scholes.html │ │ │ ├── black_scholes │ │ │ │ ├── greeks │ │ │ │ │ ├── analytical.html │ │ │ │ │ └── numerical.html │ │ │ │ └── implied_volatility.html │ │ │ ├── black_scholes_merton.html │ │ │ ├── black_scholes_merton │ │ │ │ ├── greeks │ │ │ │ │ ├── analytical.html │ │ │ │ │ └── numerical.html │ │ │ │ └── implied_volatility.html │ │ │ ├── helpers.html │ │ │ ├── helpers │ │ │ │ ├── distributions.html │ │ │ │ ├── doctest_helper.html │ │ │ │ ├── exceptions.html │ │ │ │ └── numerical_greeks.html │ │ │ └── ref_python │ │ │ │ ├── black.html │ │ │ │ ├── black │ │ │ │ ├── greeks │ │ │ │ │ ├── analytical.html │ │ │ │ │ └── numerical.html │ │ │ │ └── implied_volatility.html │ │ │ │ ├── black_scholes.html │ │ │ │ ├── black_scholes │ │ │ │ ├── greeks │ │ │ │ │ ├── analytical.html │ │ │ │ │ └── numerical.html │ │ │ │ └── implied_volatility.html │ │ │ │ ├── black_scholes_merton.html │ │ │ │ └── black_scholes_merton │ │ │ │ ├── greeks │ │ │ │ ├── analytical.html │ │ │ │ └── numerical.html │ │ │ │ └── implied_volatility.html │ │ └── scipy │ │ │ └── stats │ │ │ └── _distn_infrastructure.html │ │ ├── _sources │ │ ├── apidoc │ │ │ ├── modules.rst.txt │ │ │ ├── py_vollib.black.greeks.rst.txt │ │ │ ├── py_vollib.black.rst.txt │ │ │ ├── py_vollib.black_scholes.greeks.rst.txt │ │ │ ├── py_vollib.black_scholes.rst.txt │ │ │ ├── py_vollib.black_scholes_merton.greeks.rst.txt │ │ │ ├── py_vollib.black_scholes_merton.rst.txt │ │ │ ├── py_vollib.helpers.rst.txt │ │ │ ├── py_vollib.ref_python.black.greeks.rst.txt │ │ │ ├── py_vollib.ref_python.black.rst.txt │ │ │ ├── py_vollib.ref_python.black_scholes.greeks.rst.txt │ │ │ ├── py_vollib.ref_python.black_scholes.rst.txt │ │ │ ├── py_vollib.ref_python.black_scholes_merton.greeks.rst.txt │ │ │ ├── py_vollib.ref_python.black_scholes_merton.rst.txt │ │ │ ├── py_vollib.ref_python.rst.txt │ │ │ └── py_vollib.rst.txt │ │ ├── f │ │ │ └── modules.rst.txt │ │ └── index.rst.txt │ │ ├── _static │ │ ├── ajax-loader.gif │ │ ├── basic.css │ │ ├── comment-bright.png │ │ ├── comment-close.png │ │ ├── comment.png │ │ ├── css │ │ │ ├── badge_only.css │ │ │ └── theme.css │ │ ├── doctools.js │ │ ├── down-pressed.png │ │ ├── down.png │ │ ├── favicon.ico │ │ ├── file.png │ │ ├── fonts │ │ │ ├── Inconsolata-Bold.ttf │ │ │ ├── Inconsolata-Regular.ttf │ │ │ ├── Lato-Bold.ttf │ │ │ ├── Lato-Regular.ttf │ │ │ ├── RobotoSlab-Bold.ttf │ │ │ ├── RobotoSlab-Regular.ttf │ │ │ ├── fontawesome-webfont.eot │ │ │ ├── fontawesome-webfont.svg │ │ │ ├── fontawesome-webfont.ttf │ │ │ └── fontawesome-webfont.woff │ │ ├── jquery-3.1.0.js │ │ ├── jquery.js │ │ ├── js │ │ │ ├── modernizr.min.js │ │ │ └── theme.js │ │ ├── minus.png │ │ ├── plus.png │ │ ├── pygments.css │ │ ├── searchtools.js │ │ ├── underscore-1.3.1.js │ │ ├── underscore.js │ │ ├── up-pressed.png │ │ ├── up.png │ │ ├── vollib_60.png │ │ └── websupport.js │ │ ├── apidoc │ │ ├── modules.html │ │ ├── py_vollib.black.greeks.html │ │ ├── py_vollib.black.html │ │ ├── py_vollib.black_scholes.greeks.html │ │ ├── py_vollib.black_scholes.html │ │ ├── py_vollib.black_scholes_merton.greeks.html │ │ ├── py_vollib.black_scholes_merton.html │ │ ├── py_vollib.helpers.html │ │ ├── py_vollib.html │ │ ├── py_vollib.ref_python.black.greeks.html │ │ ├── py_vollib.ref_python.black.html │ │ ├── py_vollib.ref_python.black_scholes.greeks.html │ │ ├── py_vollib.ref_python.black_scholes.html │ │ ├── py_vollib.ref_python.black_scholes_merton.greeks.html │ │ ├── py_vollib.ref_python.black_scholes_merton.html │ │ └── py_vollib.ref_python.html │ │ ├── genindex.html │ │ ├── index.html │ │ ├── objects.inv │ │ ├── py-modindex.html │ │ ├── search.html │ │ └── searchindex.js ├── apidoc │ ├── modules.rst │ ├── py_vollib.black.greeks.rst │ ├── py_vollib.black.rst │ ├── py_vollib.black_scholes.greeks.rst │ ├── py_vollib.black_scholes.rst │ ├── py_vollib.black_scholes_merton.greeks.rst │ ├── py_vollib.black_scholes_merton.rst │ ├── py_vollib.helpers.rst │ ├── py_vollib.ref_python.black.greeks.rst │ ├── py_vollib.ref_python.black.rst │ ├── py_vollib.ref_python.black_scholes.greeks.rst │ ├── py_vollib.ref_python.black_scholes.rst │ ├── py_vollib.ref_python.black_scholes_merton.greeks.rst │ ├── py_vollib.ref_python.black_scholes_merton.rst │ ├── py_vollib.ref_python.rst │ └── py_vollib.rst ├── conf.py ├── favicon.ico ├── index.rst └── vollib_60.png ├── py_vollib ├── __init__.py ├── black │ ├── __init__.py │ ├── greeks │ │ ├── __init__.py │ │ ├── analytical.py │ │ └── numerical.py │ └── implied_volatility.py ├── black_scholes │ ├── __init__.py │ ├── greeks │ │ ├── __init__.py │ │ ├── analytical.py │ │ └── numerical.py │ └── implied_volatility.py ├── black_scholes_merton │ ├── __init__.py │ ├── greeks │ │ ├── __init__.py │ │ ├── analytical.py │ │ └── numerical.py │ └── implied_volatility.py ├── helpers │ ├── __init__.py │ ├── constants.py │ ├── distributions.py │ ├── doctest_helper.py │ ├── exceptions.py │ └── numerical_greeks.py └── ref_python │ ├── __init__.py │ ├── black │ ├── __init__.py │ ├── greeks │ │ ├── __init__.py │ │ ├── analytical.py │ │ └── numerical.py │ └── implied_volatility.py │ ├── black_scholes │ ├── __init__.py │ ├── greeks │ │ ├── __init__.py │ │ ├── analytical.py │ │ └── numerical.py │ └── implied_volatility.py │ └── black_scholes_merton │ ├── __init__.py │ ├── greeks │ ├── __init__.py │ ├── analytical.py │ └── numerical.py │ └── implied_volatility.py ├── setup.py └── tests ├── __init__.py ├── test_all.py ├── test_black_scholes.py ├── test_black_scholes_greeks.py ├── test_black_scholes_merton.py ├── test_black_scholes_merton_greeks.py ├── test_data.json ├── test_ref_python ├── __init__.py ├── test_ref_python_black_scholes.py ├── test_ref_python_black_scholes_greeks.py ├── test_ref_python_black_scholes_merton.py └── test_ref_python_black_scholes_merton_greeks.py ├── test_utils.py └── test_vollib_vs_ref_python_values ├── ___init__.py ├── black ├── __init__.py ├── test_greeks.py ├── test_implied_volatility.py └── test_price.py ├── black_scholes ├── __init__.py ├── test_greeks.py ├── test_implied_volatility.py └── test_price.py └── black_scholes_merton ├── __init__.py ├── test_greeks.py ├── test_implied_volatility.py └── test_price.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/.gitignore -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/LICENSE -------------------------------------------------------------------------------- /README.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/README.rst -------------------------------------------------------------------------------- /dev-requirements.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/dev-requirements.txt -------------------------------------------------------------------------------- /docs/Makefile: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/Makefile -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/modules.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/modules.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.black.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.black.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.black.greeks.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.black.greeks.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.black_scholes.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.black_scholes.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.black_scholes.greeks.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.black_scholes.greeks.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.black_scholes_merton.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.black_scholes_merton.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.black_scholes_merton.greeks.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.black_scholes_merton.greeks.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.helpers.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.helpers.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.ref_python.black.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.ref_python.black.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.ref_python.black.greeks.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.ref_python.black.greeks.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.ref_python.black_scholes.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.ref_python.black_scholes.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.ref_python.black_scholes.greeks.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.ref_python.black_scholes.greeks.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.ref_python.black_scholes_merton.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.ref_python.black_scholes_merton.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.ref_python.black_scholes_merton.greeks.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.ref_python.black_scholes_merton.greeks.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/apidoc/py_vollib.ref_python.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/apidoc/py_vollib.ref_python.doctree -------------------------------------------------------------------------------- /docs/_build/doctrees/environment.pickle: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/environment.pickle -------------------------------------------------------------------------------- /docs/_build/doctrees/index.doctree: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/doctrees/index.doctree -------------------------------------------------------------------------------- /docs/_build/html/.buildinfo: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/.buildinfo -------------------------------------------------------------------------------- /docs/_build/html/_modules/index.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/index.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/black.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/black.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/black/greeks/analytical.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/black/greeks/analytical.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/black/greeks/numerical.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/black/greeks/numerical.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/black/implied_volatility.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/black/implied_volatility.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/black_scholes.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/black_scholes.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/black_scholes/greeks/analytical.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/black_scholes/greeks/analytical.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/black_scholes/greeks/numerical.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/black_scholes/greeks/numerical.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/black_scholes/implied_volatility.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/black_scholes/implied_volatility.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/black_scholes_merton.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/black_scholes_merton.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/black_scholes_merton/greeks/analytical.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/black_scholes_merton/greeks/analytical.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/black_scholes_merton/greeks/numerical.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/black_scholes_merton/greeks/numerical.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/black_scholes_merton/implied_volatility.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/black_scholes_merton/implied_volatility.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/helpers.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/helpers.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/helpers/distributions.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/helpers/distributions.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/helpers/doctest_helper.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/helpers/doctest_helper.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/helpers/exceptions.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/helpers/exceptions.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/helpers/numerical_greeks.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/helpers/numerical_greeks.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/ref_python/black.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/ref_python/black.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/ref_python/black/greeks/analytical.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/ref_python/black/greeks/analytical.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/ref_python/black/greeks/numerical.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/ref_python/black/greeks/numerical.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/ref_python/black/implied_volatility.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/ref_python/black/implied_volatility.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/ref_python/black_scholes.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/ref_python/black_scholes.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/ref_python/black_scholes/greeks/analytical.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/ref_python/black_scholes/greeks/analytical.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/ref_python/black_scholes/greeks/numerical.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/ref_python/black_scholes/greeks/numerical.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/ref_python/black_scholes/implied_volatility.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/ref_python/black_scholes/implied_volatility.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/ref_python/black_scholes_merton.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/ref_python/black_scholes_merton.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/ref_python/black_scholes_merton/greeks/analytical.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/ref_python/black_scholes_merton/greeks/analytical.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/ref_python/black_scholes_merton/greeks/numerical.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/ref_python/black_scholes_merton/greeks/numerical.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/py_vollib/ref_python/black_scholes_merton/implied_volatility.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/py_vollib/ref_python/black_scholes_merton/implied_volatility.html -------------------------------------------------------------------------------- /docs/_build/html/_modules/scipy/stats/_distn_infrastructure.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_modules/scipy/stats/_distn_infrastructure.html -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/modules.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/modules.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.black.greeks.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.black.greeks.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.black.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.black.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.black_scholes.greeks.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.black_scholes.greeks.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.black_scholes.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.black_scholes.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.black_scholes_merton.greeks.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.black_scholes_merton.greeks.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.black_scholes_merton.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.black_scholes_merton.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.helpers.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.helpers.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.ref_python.black.greeks.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.ref_python.black.greeks.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.ref_python.black.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.ref_python.black.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.ref_python.black_scholes.greeks.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.ref_python.black_scholes.greeks.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.ref_python.black_scholes.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.ref_python.black_scholes.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.ref_python.black_scholes_merton.greeks.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.ref_python.black_scholes_merton.greeks.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.ref_python.black_scholes_merton.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.ref_python.black_scholes_merton.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.ref_python.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.ref_python.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/apidoc/py_vollib.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/apidoc/py_vollib.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/f/modules.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/f/modules.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_sources/index.rst.txt: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_sources/index.rst.txt -------------------------------------------------------------------------------- /docs/_build/html/_static/ajax-loader.gif: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/ajax-loader.gif -------------------------------------------------------------------------------- /docs/_build/html/_static/basic.css: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/basic.css -------------------------------------------------------------------------------- /docs/_build/html/_static/comment-bright.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/comment-bright.png -------------------------------------------------------------------------------- /docs/_build/html/_static/comment-close.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/comment-close.png -------------------------------------------------------------------------------- /docs/_build/html/_static/comment.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/comment.png -------------------------------------------------------------------------------- /docs/_build/html/_static/css/badge_only.css: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/css/badge_only.css -------------------------------------------------------------------------------- /docs/_build/html/_static/css/theme.css: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/css/theme.css -------------------------------------------------------------------------------- /docs/_build/html/_static/doctools.js: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/doctools.js -------------------------------------------------------------------------------- /docs/_build/html/_static/down-pressed.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/down-pressed.png -------------------------------------------------------------------------------- /docs/_build/html/_static/down.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/down.png -------------------------------------------------------------------------------- /docs/_build/html/_static/favicon.ico: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/favicon.ico -------------------------------------------------------------------------------- /docs/_build/html/_static/file.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/file.png -------------------------------------------------------------------------------- /docs/_build/html/_static/fonts/Inconsolata-Bold.ttf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/fonts/Inconsolata-Bold.ttf -------------------------------------------------------------------------------- /docs/_build/html/_static/fonts/Inconsolata-Regular.ttf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/fonts/Inconsolata-Regular.ttf -------------------------------------------------------------------------------- /docs/_build/html/_static/fonts/Lato-Bold.ttf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/fonts/Lato-Bold.ttf -------------------------------------------------------------------------------- /docs/_build/html/_static/fonts/Lato-Regular.ttf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/fonts/Lato-Regular.ttf -------------------------------------------------------------------------------- /docs/_build/html/_static/fonts/RobotoSlab-Bold.ttf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/fonts/RobotoSlab-Bold.ttf -------------------------------------------------------------------------------- /docs/_build/html/_static/fonts/RobotoSlab-Regular.ttf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/fonts/RobotoSlab-Regular.ttf -------------------------------------------------------------------------------- /docs/_build/html/_static/fonts/fontawesome-webfont.eot: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/fonts/fontawesome-webfont.eot -------------------------------------------------------------------------------- /docs/_build/html/_static/fonts/fontawesome-webfont.svg: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/fonts/fontawesome-webfont.svg -------------------------------------------------------------------------------- /docs/_build/html/_static/fonts/fontawesome-webfont.ttf: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/fonts/fontawesome-webfont.ttf -------------------------------------------------------------------------------- /docs/_build/html/_static/fonts/fontawesome-webfont.woff: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/fonts/fontawesome-webfont.woff -------------------------------------------------------------------------------- /docs/_build/html/_static/jquery-3.1.0.js: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/jquery-3.1.0.js -------------------------------------------------------------------------------- /docs/_build/html/_static/jquery.js: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/jquery.js -------------------------------------------------------------------------------- /docs/_build/html/_static/js/modernizr.min.js: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/js/modernizr.min.js -------------------------------------------------------------------------------- /docs/_build/html/_static/js/theme.js: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/js/theme.js -------------------------------------------------------------------------------- /docs/_build/html/_static/minus.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/minus.png -------------------------------------------------------------------------------- /docs/_build/html/_static/plus.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/plus.png -------------------------------------------------------------------------------- /docs/_build/html/_static/pygments.css: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/pygments.css -------------------------------------------------------------------------------- /docs/_build/html/_static/searchtools.js: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/searchtools.js -------------------------------------------------------------------------------- /docs/_build/html/_static/underscore-1.3.1.js: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/underscore-1.3.1.js -------------------------------------------------------------------------------- /docs/_build/html/_static/underscore.js: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/underscore.js -------------------------------------------------------------------------------- /docs/_build/html/_static/up-pressed.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/up-pressed.png -------------------------------------------------------------------------------- /docs/_build/html/_static/up.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/up.png -------------------------------------------------------------------------------- /docs/_build/html/_static/vollib_60.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/vollib_60.png -------------------------------------------------------------------------------- /docs/_build/html/_static/websupport.js: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/_static/websupport.js -------------------------------------------------------------------------------- /docs/_build/html/apidoc/modules.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/modules.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.black.greeks.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.black.greeks.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.black.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.black.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.black_scholes.greeks.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.black_scholes.greeks.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.black_scholes.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.black_scholes.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.black_scholes_merton.greeks.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.black_scholes_merton.greeks.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.black_scholes_merton.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.black_scholes_merton.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.helpers.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.helpers.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.ref_python.black.greeks.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.ref_python.black.greeks.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.ref_python.black.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.ref_python.black.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.ref_python.black_scholes.greeks.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.ref_python.black_scholes.greeks.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.ref_python.black_scholes.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.ref_python.black_scholes.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.ref_python.black_scholes_merton.greeks.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.ref_python.black_scholes_merton.greeks.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.ref_python.black_scholes_merton.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.ref_python.black_scholes_merton.html -------------------------------------------------------------------------------- /docs/_build/html/apidoc/py_vollib.ref_python.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/apidoc/py_vollib.ref_python.html -------------------------------------------------------------------------------- /docs/_build/html/genindex.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/genindex.html -------------------------------------------------------------------------------- /docs/_build/html/index.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/index.html -------------------------------------------------------------------------------- /docs/_build/html/objects.inv: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/objects.inv -------------------------------------------------------------------------------- /docs/_build/html/py-modindex.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/py-modindex.html -------------------------------------------------------------------------------- /docs/_build/html/search.html: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/search.html -------------------------------------------------------------------------------- /docs/_build/html/searchindex.js: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/_build/html/searchindex.js -------------------------------------------------------------------------------- /docs/apidoc/modules.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/modules.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.black.greeks.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.black.greeks.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.black.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.black.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.black_scholes.greeks.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.black_scholes.greeks.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.black_scholes.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.black_scholes.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.black_scholes_merton.greeks.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.black_scholes_merton.greeks.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.black_scholes_merton.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.black_scholes_merton.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.helpers.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.helpers.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.ref_python.black.greeks.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.ref_python.black.greeks.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.ref_python.black.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.ref_python.black.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.ref_python.black_scholes.greeks.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.ref_python.black_scholes.greeks.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.ref_python.black_scholes.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.ref_python.black_scholes.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.ref_python.black_scholes_merton.greeks.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.ref_python.black_scholes_merton.greeks.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.ref_python.black_scholes_merton.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.ref_python.black_scholes_merton.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.ref_python.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.ref_python.rst -------------------------------------------------------------------------------- /docs/apidoc/py_vollib.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/apidoc/py_vollib.rst -------------------------------------------------------------------------------- /docs/conf.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/conf.py -------------------------------------------------------------------------------- /docs/favicon.ico: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/favicon.ico -------------------------------------------------------------------------------- /docs/index.rst: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/index.rst -------------------------------------------------------------------------------- /docs/vollib_60.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/docs/vollib_60.png -------------------------------------------------------------------------------- /py_vollib/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/__init__.py -------------------------------------------------------------------------------- /py_vollib/black/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black/__init__.py -------------------------------------------------------------------------------- /py_vollib/black/greeks/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black/greeks/__init__.py -------------------------------------------------------------------------------- /py_vollib/black/greeks/analytical.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black/greeks/analytical.py -------------------------------------------------------------------------------- /py_vollib/black/greeks/numerical.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black/greeks/numerical.py -------------------------------------------------------------------------------- /py_vollib/black/implied_volatility.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black/implied_volatility.py -------------------------------------------------------------------------------- /py_vollib/black_scholes/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black_scholes/__init__.py -------------------------------------------------------------------------------- /py_vollib/black_scholes/greeks/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black_scholes/greeks/__init__.py -------------------------------------------------------------------------------- /py_vollib/black_scholes/greeks/analytical.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black_scholes/greeks/analytical.py -------------------------------------------------------------------------------- /py_vollib/black_scholes/greeks/numerical.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black_scholes/greeks/numerical.py -------------------------------------------------------------------------------- /py_vollib/black_scholes/implied_volatility.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black_scholes/implied_volatility.py -------------------------------------------------------------------------------- /py_vollib/black_scholes_merton/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black_scholes_merton/__init__.py -------------------------------------------------------------------------------- /py_vollib/black_scholes_merton/greeks/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /py_vollib/black_scholes_merton/greeks/analytical.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black_scholes_merton/greeks/analytical.py -------------------------------------------------------------------------------- /py_vollib/black_scholes_merton/greeks/numerical.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black_scholes_merton/greeks/numerical.py -------------------------------------------------------------------------------- /py_vollib/black_scholes_merton/implied_volatility.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/black_scholes_merton/implied_volatility.py -------------------------------------------------------------------------------- /py_vollib/helpers/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/helpers/__init__.py -------------------------------------------------------------------------------- /py_vollib/helpers/constants.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/helpers/constants.py -------------------------------------------------------------------------------- /py_vollib/helpers/distributions.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/helpers/distributions.py -------------------------------------------------------------------------------- /py_vollib/helpers/doctest_helper.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/helpers/doctest_helper.py -------------------------------------------------------------------------------- /py_vollib/helpers/exceptions.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/helpers/exceptions.py -------------------------------------------------------------------------------- /py_vollib/helpers/numerical_greeks.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/helpers/numerical_greeks.py -------------------------------------------------------------------------------- /py_vollib/ref_python/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/__init__.py -------------------------------------------------------------------------------- /py_vollib/ref_python/black/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/black/__init__.py -------------------------------------------------------------------------------- /py_vollib/ref_python/black/greeks/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /py_vollib/ref_python/black/greeks/analytical.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/black/greeks/analytical.py -------------------------------------------------------------------------------- /py_vollib/ref_python/black/greeks/numerical.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/black/greeks/numerical.py -------------------------------------------------------------------------------- /py_vollib/ref_python/black/implied_volatility.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/black/implied_volatility.py -------------------------------------------------------------------------------- /py_vollib/ref_python/black_scholes/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/black_scholes/__init__.py -------------------------------------------------------------------------------- /py_vollib/ref_python/black_scholes/greeks/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /py_vollib/ref_python/black_scholes/greeks/analytical.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/black_scholes/greeks/analytical.py -------------------------------------------------------------------------------- /py_vollib/ref_python/black_scholes/greeks/numerical.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/black_scholes/greeks/numerical.py -------------------------------------------------------------------------------- /py_vollib/ref_python/black_scholes/implied_volatility.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/black_scholes/implied_volatility.py -------------------------------------------------------------------------------- /py_vollib/ref_python/black_scholes_merton/__init__.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/black_scholes_merton/__init__.py -------------------------------------------------------------------------------- /py_vollib/ref_python/black_scholes_merton/greeks/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /py_vollib/ref_python/black_scholes_merton/greeks/analytical.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/black_scholes_merton/greeks/analytical.py -------------------------------------------------------------------------------- /py_vollib/ref_python/black_scholes_merton/greeks/numerical.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/black_scholes_merton/greeks/numerical.py -------------------------------------------------------------------------------- /py_vollib/ref_python/black_scholes_merton/implied_volatility.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/py_vollib/ref_python/black_scholes_merton/implied_volatility.py -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/setup.py -------------------------------------------------------------------------------- /tests/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /tests/test_all.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_all.py -------------------------------------------------------------------------------- /tests/test_black_scholes.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_black_scholes.py -------------------------------------------------------------------------------- /tests/test_black_scholes_greeks.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_black_scholes_greeks.py -------------------------------------------------------------------------------- /tests/test_black_scholes_merton.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_black_scholes_merton.py -------------------------------------------------------------------------------- /tests/test_black_scholes_merton_greeks.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_black_scholes_merton_greeks.py -------------------------------------------------------------------------------- /tests/test_data.json: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_data.json -------------------------------------------------------------------------------- /tests/test_ref_python/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /tests/test_ref_python/test_ref_python_black_scholes.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_ref_python/test_ref_python_black_scholes.py -------------------------------------------------------------------------------- /tests/test_ref_python/test_ref_python_black_scholes_greeks.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_ref_python/test_ref_python_black_scholes_greeks.py -------------------------------------------------------------------------------- /tests/test_ref_python/test_ref_python_black_scholes_merton.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_ref_python/test_ref_python_black_scholes_merton.py -------------------------------------------------------------------------------- /tests/test_ref_python/test_ref_python_black_scholes_merton_greeks.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_ref_python/test_ref_python_black_scholes_merton_greeks.py -------------------------------------------------------------------------------- /tests/test_utils.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_utils.py -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/___init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/black/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/black/test_greeks.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_vollib_vs_ref_python_values/black/test_greeks.py -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/black/test_implied_volatility.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_vollib_vs_ref_python_values/black/test_implied_volatility.py -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/black/test_price.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_vollib_vs_ref_python_values/black/test_price.py -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/black_scholes/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/black_scholes/test_greeks.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_vollib_vs_ref_python_values/black_scholes/test_greeks.py -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/black_scholes/test_implied_volatility.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_vollib_vs_ref_python_values/black_scholes/test_implied_volatility.py -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/black_scholes/test_price.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_vollib_vs_ref_python_values/black_scholes/test_price.py -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/black_scholes_merton/__init__.py: -------------------------------------------------------------------------------- 1 | -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/black_scholes_merton/test_greeks.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_vollib_vs_ref_python_values/black_scholes_merton/test_greeks.py -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/black_scholes_merton/test_implied_volatility.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_vollib_vs_ref_python_values/black_scholes_merton/test_implied_volatility.py -------------------------------------------------------------------------------- /tests/test_vollib_vs_ref_python_values/black_scholes_merton/test_price.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/vollib/py_vollib/HEAD/tests/test_vollib_vs_ref_python_values/black_scholes_merton/test_price.py --------------------------------------------------------------------------------