Metadata-Version: 2.1
Name: volatilipy
Version: 0.1.3
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
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
License-File: LICENSE
License-File: AUTHORS.rst

==========
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
=======
0.1.3 (2022-10-11)
------------------
* Drop the 'how' parameter from _drop_sparse_columns() for coherence with Pandas 1.5.0

0.1.2 (2021-06-16)
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* 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.


