Metadata-Version: 2.1
Name: calcbsimpvol
Version: 0.0.1
Summary: Calculate Black Scholes Implied Volatility - Vectorwise
Home-page: https://duckduckgo.com
Author: Erkan Demiralay
Author-email: erkan@erkan.io
License: MIT
Project-URL: Documentation, https://dukcduckgo.com
Project-URL: Bug Reports, https://dukcduckgo.com
Project-URL: Source, https://dukcduckgo.com
Keywords: options implied volatility option iv ivol options-on-futures ivsurface black-scholes
Platform: UNKNOWN
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Education
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Intended Audience :: Science/Research
Classifier: Topic :: Office/Business :: Financial 
Classifier: Topic :: Office/Business :: Financial :: Spreadsheet
Classifier: Operating System :: OS Independent
Classifier: License :: OSI Approved :: MIT License
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.4
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: 3.6
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: Implementation :: PyPy
Requires-Dist: numpy
Requires-Dist: scipy
Requires-Dist: matplotlib

UNKNOWN


