# vollib/vollib

**Attribution required: if you use, quote, or summarise this content, you must credit and link back to [awesome-repositories.com](https://awesome-repositories.com/repository/vollib-vollib).**

983 stars · 131 forks · Python · MIT

## Links

- GitHub: https://github.com/vollib/vollib
- Homepage: http://www.vollib.org/
- awesome-repositories: https://awesome-repositories.com/repository/vollib-vollib.md

## Description

Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational.  lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.

## Tags

### Part of an Awesome List

- [Financial Instruments and Pricing](https://awesome-repositories.com/f/awesome-lists/data/financial-instruments-and-pricing.md) — Calculations for option prices, implied volatility, and greeks.