marcdemers/py_vollib_vectorized issues and pull requests

#18 - fix bug of greeks Nan of spot price < 0.01

Pull Request - State: open - Opened by tinix84 7 months ago

#17 - Cannot install on Python version 3.12.0

Issue - State: open - Opened by DiggMath2410 about 1 year ago

#16 - same IV and greeks for all puts and calls

Issue - State: open - Opened by buckrogerss about 1 year ago - 1 comment

#15 - Get other solutions for Implied Vol

Issue - State: open - Opened by ShuningZhao over 1 year ago

#14 - NumbaDrespecationWarning

Issue - State: open - Opened by lucassherbrook over 1 year ago

#13 - vectorized_black gives the undiscounted option price

Issue - State: open - Opened by ccagrawal over 1 year ago - 1 comment

#12 - Alternative handling for when price is below/above intrinsic

Issue - State: closed - Opened by richy1996 over 1 year ago - 3 comments

#11 - ModuleNotFoundError: No module named '_testcapi'

Issue - State: open - Opened by xxholyChalicexx almost 2 years ago - 1 comment

#10 - py_vollib_vectorized.greeks.delta function doesn't with model as 'black' raises 'TypeError: too many arguments: expected 6, got 7'

Issue - State: closed - Opened by dilpreet300 almost 2 years ago - 1 comment

#9 - Add additional keys to the binary_flag dictionary in the util.data_format file

Issue - State: open - Opened by timothyareed about 2 years ago - 1 comment

#8 - Frequent error related to numba

Issue - State: open - Opened by gjain75 over 2 years ago

#7 - ModuleNotFoundError: No module named '_testcapi'

Issue - State: closed - Opened by jenish99 about 3 years ago - 3 comments

#6 - Greeks test has no assert

Issue - State: open - Opened by marcdemers over 3 years ago

#5 - Theta values differ significantly between py_vollib and py_vollib_vectorized

Issue - State: closed - Opened by dmastylo over 3 years ago - 5 comments

#4 - price_dataframe non-default source index breaks results

Issue - State: open - Opened by rhodge1 over 3 years ago - 2 comments

#3 - vectorized_delta doesn't call numerical_delta_black correctly

Issue - State: open - Opened by m1jkf00 over 3 years ago - 2 comments

#2 - Example fails with numba error

Issue - State: closed - Opened by quazzuk over 3 years ago - 3 comments

#1 - Wrong intrinsic value check

Issue - State: closed - Opened by omdv almost 4 years ago - 11 comments

Ecosyste.ms: Issues

GitHub / marcdemers/py_vollib_vectorized issues and pull requests