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    11 repositories

    • py_vollib

      Public
      Python
      •
      MIT License
      •86•390•8•2•Updated Jan 13, 2026Jan 13, 2026

    • piecewise-rational

      Public
      Shape-preserving piecewise rational cubic interpolation (Delbourgo-Gregory algorithm)
      Python
      •
      MIT License
      •0•0•0•0•Updated Jan 13, 2026Jan 13, 2026

    • cody-special

      Public
      High-precision error functions and normal distribution (Cody's algorithm)
      Python
      •
      MIT License
      •0•0•0•0•Updated Jan 13, 2026Jan 13, 2026

    • py_lets_be_rational

      Public
      Python
      •39•70•4•3•Updated Jan 13, 2026Jan 13, 2026

    • vollib.github.io

      Public
      The vollib organization site
      HTML
      •
      Other
      •0•0•0•0•Updated Jul 13, 2025Jul 13, 2025

    • vollib

      Public
      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 …
      Python
      •
      MIT License
      •124•928•3•1•Updated Jun 5, 2023Jun 5, 2023

    • js_vollib

      Public
      JavaScript
      •0•3•0•0•Updated Jan 22, 2018Jan 22, 2018

    • j_vollib

      Public
      Java
      •3•6•0•0•Updated Jan 22, 2018Jan 22, 2018

    • js_lets_be_rational

      Public
      CoffeeScript
      •
      Other
      •2•8•0•0•Updated Jan 18, 2018Jan 18, 2018

    • j_lets_be_rational

      Public
      Java
      •3•4•0•0•Updated Jan 18, 2018Jan 18, 2018

    • lets_be_rational

      Public
      C++
      •18•46•3•0•Updated Apr 4, 2015Apr 4, 2015