https://github.com/aaronsmith1234/volatilipy

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces
https://github.com/aaronsmith1234/volatilipy

pandas python quantlib volatility volatility-modeling

Last synced: about 1 month ago
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Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

• Host: GitHub
• URL: https://github.com/aaronsmith1234/volatilipy
• Owner: aaronsmith1234
• License: mit
• Created: 2021-03-11T05:19:36.000Z (about 5 years ago)
• Default Branch: main
• Last Pushed: 2023-01-18T00:25:11.000Z (over 3 years ago)
• Last Synced: 2025-11-28T15:58:15.899Z (6 months ago)
• Topics: pandas, python, quantlib, volatility, volatility-modeling
• Language: Python
• Homepage:
• Size: 280 KB
• Stars: 19
• Watchers: 1
• Forks: 7
• Open Issues: 0
• Metadata Files:
  • Readme: README.rst
  • Changelog: HISTORY.rst
  • Contributing: CONTRIBUTING.rst
  • License: LICENSE

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README

          
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Volatilipy

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.. image:: https://img.shields.io/pypi/v/volatilipy.svg

        :target: https://pypi.python.org/pypi/volatilipy

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        :target: https://travis-ci.com/aaronsmith1234/volatilipy

.. image:: https://readthedocs.org/projects/volatilipy/badge/?version=latest

        :target: https://volatilipy.readthedocs.io/en/latest/?version=latest

        :alt: Documentation Status

.. image:: https://pyup.io/repos/github/aaronsmith1234/volatilipy/shield.svg

     :target: https://pyup.io/repos/github/aaronsmith1234/volatilipy/

     :alt: Updates

Wrappers around Quantlib and Pandas to faciliate the creation of volatility surfaces for equity option valuations

* Free software: MIT license

* Documentation: https://volatilipy.readthedocs.io.

Features

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* TODO

Credits

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This package was created with Cookiecutter_ and the `audreyr/cookiecutter-pypackage`_ project template.

.. _Cookiecutter: https://github.com/audreyr/cookiecutter

.. _`audreyr/cookiecutter-pypackage`: https://github.com/audreyr/cookiecutter-pypackage