py_vollib_vectorized documentation

The py_vollib_vectorized library provides an easy and intuitive interface for pricing thousands of option contracts and calculating greeks. It is built on top of the py_vollib library, and provides an API to the patches. Upon import, it will automatically patch the corresponding py_vollib functions to support vectorization. Inputs can then be passed as tuples, lists, numpy.array`s, `pandas.Series or `pandas.DataFrame`s.

On top of vectorization, this library includes a number of additional speedups (see Performance).

• Installation
• Quick start

Package Reference

• Models
• Implied Volatility
• Greeks

API

• API functions

Benchmarking

• Performance

Indices and tables

• Index

• Module Index