py_vollib_vectorized:py_vollib的矢量化实现,支持numpy数组以及pandas Series和DataFrames

上传者: 42117082 | 上传时间: 2022-06-22 09:23:50 | 文件大小: 93KB | 文件类型: ZIP
py_vollib_vectorized 介绍 py_vollib_vectorized程序包使数以千计的期权合约定价和快速轻松地计算希腊文。 它建立在py_vollib库的顶部。 导入后,它将自动修补相应的py_vollib函数,以支持矢量化。 输入然后可以作为浮点数,元组,列表, numpy.array或pandas.Series 。 在输入上执行自动广播。 除了矢量化之外,对py_vollib的修改还包括其他numba加速。 因此, numba是必需的。 这些加速使py_vollib_vectorized成为定价期权合约最快的库。 有关更多详细信息,请参见。 安装 pip install py_vollib_vectorized 要求 适用于Python 3.5+ 需要py_vollib,numba,numpy,pandas,scipy 代码样本 该库可以以两种方式使用。 导入

文件下载

资源详情

[{"title":"( 38 个子文件 93KB ) py_vollib_vectorized:py_vollib的矢量化实现,支持numpy数组以及pandas Series和DataFrames","children":[{"title":"py_vollib_vectorized-main","children":[{"title":"readthedocs.yml <span style='color:#111;'> 278B </span>","children":null,"spread":false},{"title":"py_vollib_vectorized","children":[{"title":"_numerical_greeks.py <span style='color:#111;'> 9.44KB </span>","children":null,"spread":false},{"title":"greeks.py <span style='color:#111;'> 14.72KB </span>","children":null,"spread":false},{"title":"implied_volatility.py <span style='color:#111;'> 6.60KB </span>","children":null,"spread":false},{"title":"__init__.py <span style='color:#111;'> 6.57KB </span>","children":null,"spread":false},{"title":"models.py <span style='color:#111;'> 5.67KB </span>","children":null,"spread":false},{"title":"util","children":[{"title":"data_format.py <span style='color:#111;'> 3.99KB </span>","children":null,"spread":false},{"title":"__init__.py <span style='color:#111;'> 0B </span>","children":null,"spread":false},{"title":"jit_helper.py <span style='color:#111;'> 450B </span>","children":null,"spread":false},{"title":"greeks_helpers.py <span style='color:#111;'> 24.70KB </span>","children":null,"spread":false}],"spread":true},{"title":"_model_calls.py <span style='color:#111;'> 3.69KB </span>","children":null,"spread":false},{"title":"api.py <span style='color:#111;'> 11.77KB </span>","children":null,"spread":false},{"title":"_iv_models.py <span style='color:#111;'> 14.77KB </span>","children":null,"spread":false}],"spread":true},{"title":"benchmark","children":[{"title":"benchmark.py <span style='color:#111;'> 5.00KB </span>","children":null,"spread":false}],"spread":true},{"title":"LICENSE <span style='color:#111;'> 1.04KB </span>","children":null,"spread":false},{"title":"setup.py <span style='color:#111;'> 1.76KB </span>","children":null,"spread":false},{"title":"README.md <span style='color:#111;'> 4.31KB </span>","children":null,"spread":false},{"title":"docs","children":[{"title":"make.bat <span style='color:#111;'> 760B </span>","children":null,"spread":false},{"title":"benchmarking.rst <span style='color:#111;'> 914B </span>","children":null,"spread":false},{"title":"quick_start.rst <span style='color:#111;'> 2.85KB </span>","children":null,"spread":false},{"title":"pkg_ref","children":[{"title":"models.rst <span style='color:#111;'> 376B </span>","children":null,"spread":false},{"title":"greeks.rst <span style='color:#111;'> 318B </span>","children":null,"spread":false},{"title":"iv.rst <span style='color:#111;'> 260B </span>","children":null,"spread":false}],"spread":true},{"title":"conf.py <span style='color:#111;'> 2.17KB </span>","children":null,"spread":false},{"title":"installation.rst <span style='color:#111;'> 406B </span>","children":null,"spread":false},{"title":"requirements.txt <span style='color:#111;'> 62B </span>","children":null,"spread":false},{"title":"index.rst <span style='color:#111;'> 1.14KB </span>","children":null,"spread":false},{"title":"Makefile <span style='color:#111;'> 634B </span>","children":null,"spread":false},{"title":"api","children":[{"title":"api.rst <span style='color:#111;'> 312B </span>","children":null,"spread":false}],"spread":false},{"title":"_static","children":[{"title":"benchmark_table.rst <span style='color:#111;'> 1.54KB </span>","children":null,"spread":false},{"title":"theme.css <span style='color:#111;'> 53B </span>","children":null,"spread":false},{"title":"benchmark.png <span style='color:#111;'> 43.44KB </span>","children":null,"spread":false}],"spread":false}],"spread":false},{"title":"tests","children":[{"title":"test_entrypoints.py <span style='color:#111;'> 14.98KB </span>","children":null,"spread":false},{"title":"__init__.py <span style='color:#111;'> 0B </span>","children":null,"spread":false},{"title":"fake_data.csv <span style='color:#111;'> 8.70KB </span>","children":null,"spread":false},{"title":"test_monkeypatch.py <span style='color:#111;'> 1.84KB </span>","children":null,"spread":false},{"title":"test_data_py_vollib.json <span style='color:#111;'> 32.79KB </span>","children":null,"spread":false}],"spread":true},{"title":".gitignore <span style='color:#111;'> 1.76KB </span>","children":null,"spread":false}],"spread":true}],"spread":true}]

评论信息

免责申明

【只为小站】的资源来自网友分享,仅供学习研究,请务必在下载后24小时内给予删除,不得用于其他任何用途,否则后果自负。基于互联网的特殊性,【只为小站】 无法对用户传输的作品、信息、内容的权属或合法性、合规性、真实性、科学性、完整权、有效性等进行实质审查;无论 【只为小站】 经营者是否已进行审查,用户均应自行承担因其传输的作品、信息、内容而可能或已经产生的侵权或权属纠纷等法律责任。
本站所有资源不代表本站的观点或立场,基于网友分享,根据中国法律《信息网络传播权保护条例》第二十二条之规定,若资源存在侵权或相关问题请联系本站客服人员,zhiweidada#qq.com,请把#换成@,本站将给予最大的支持与配合,做到及时反馈和处理。关于更多版权及免责申明参见 版权及免责申明