fast-vollib

0.1.1

Modern Black, Black-Scholes, and Black-Scholes-Merton pricing and implied volatility with NumPy, PyTorch, and JAX backends.

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2 versions
VersionLicensePublishedStatus
0.1.1 Latest ViewingMITMar 23, 2026 Scanned
0.1.0 MITMar 23, 2026 Scanned