Metadata-Version: 1.2
Name: volatilipy
Version: 0.1.4
Summary: Wrappers around Quantlib and Pandas to faciliate the creation of volatility surfaces for equity option valuations
Home-page: https://github.com/aaronsmith1234/volatilipy
Author: Aaron Smith
Author-email: aaronsmith1234@gmail.com
License: MIT license
Description: ==========
        Volatilipy
        ==========
        
        
        .. image:: https://img.shields.io/pypi/v/volatilipy.svg
                :target: https://pypi.python.org/pypi/volatilipy
        
        .. image:: https://img.shields.io/travis/aaronsmith1234/volatilipy.svg
                :target: https://travis-ci.com/aaronsmith1234/volatilipy
        
        .. image:: https://readthedocs.org/projects/volatilipy/badge/?version=latest
                :target: https://volatilipy.readthedocs.io/en/latest/?version=latest
                :alt: Documentation Status
        
        
        .. image:: https://pyup.io/repos/github/aaronsmith1234/volatilipy/shield.svg
             :target: https://pyup.io/repos/github/aaronsmith1234/volatilipy/
             :alt: Updates
        
        
        
        Wrappers around Quantlib and Pandas to faciliate the creation of volatility surfaces for equity option valuations
        
        
        * Free software: MIT license
        * Documentation: https://volatilipy.readthedocs.io.
        
        
        Features
        --------
        
        * TODO
        
        Credits
        -------
        
        This package was created with Cookiecutter_ and the `audreyr/cookiecutter-pypackage`_ project template.
        
        .. _Cookiecutter: https://github.com/audreyr/cookiecutter
        .. _`audreyr/cookiecutter-pypackage`: https://github.com/audreyr/cookiecutter-pypackage
        
        
        =======
        History
        =======
        0.1.4 (2023-01-17)
        ------------------
        * Fix Quantlib deprecations in ActualActual() and UnitedStates().
        * Fix pandas FutureWarning involving numeric_only default value.
        
        0.1.3 (2022-10-11)
        ------------------
        * Drop the 'how' parameter from _drop_sparse_columns() for coherence with Pandas 1.5.0
        
        0.1.2 (2021-06-16)
        ------------------
        * Changed VolatilitySurface object to be able to accept a grid of volatilies instead of an OptionsData object
        
        0.1.0 (2021-03-10)
        ------------------
        * First release on PyPI.
        
Keywords: volatilipy
Platform: UNKNOWN
Classifier: Development Status :: 2 - Pre-Alpha
Classifier: Intended Audience :: Developers
Classifier: License :: OSI Approved :: MIT License
Classifier: Natural Language :: English
Classifier: Programming Language :: Python :: 3
Classifier: Programming Language :: Python :: 3.7
Classifier: Programming Language :: Python :: 3.8
Classifier: Programming Language :: Python :: 3.9
Requires-Python: >=3.5
