{ "info": { "author": "vollib", "author_email": "support@quantycarlo.com", "bugtrack_url": null, "classifiers": [], "description": "lets_be_rational is a Python SWIG wrapper for the functions in \"Let's Be Rational\" by Peter J\u00e4ckel.\r\n\r\nAbout \"Let's be Rational\":\r\n\r\n\r\n\"Let's Be Rational\" is a paper by Peter J\u00e4ckel showing \"how Black's volatility can be implied from option prices with as little as two iterations to maximum attainable precision on standard (64 bit floating point) hardware for all possible inputs.\"\r\n\r\nThe paper is accompanied by the full C source code, which resides at www.jaeckel.org/LetsBeRational.7z .\r\n\r\n===========================================================\r\nCopyright \u00a9 2013-2014 Peter J\u00e4ckel.\r\n\r\nPermission to use, copy, modify, and distribute this software is freely granted,\r\nprovided that this notice is preserved.\r\n\r\nWARRANTY DISCLAIMER\r\nThe Software is provided \"as is\" without warranty of any kind, either express or implied,\r\nincluding without limitation any implied warranties of condition, uninterrupted use,\r\nmerchantability, fitness for a particular purpose, or non-infringement.\r\n===========================================================", "description_content_type": null, "docs_url": null, "download_url": "git+https://github.com/vollib/lets_be_rational.git#egg=lets_be_rational", "downloads": { "last_day": -1, "last_month": -1, "last_week": -1 }, "home_page": "http://vollib.org", "keywords": "", "license": "MIT", "maintainer": "", "maintainer_email": "", "name": "lets_be_rational", "package_url": "https://pypi.org/project/lets_be_rational/", "platform": "Windows, Mac OS X, Linux", "project_url": "https://pypi.org/project/lets_be_rational/", "project_urls": { "Download": "git+https://github.com/vollib/lets_be_rational.git#egg=lets_be_rational", "Homepage": "http://vollib.org" }, "release_url": "https://pypi.org/project/lets_be_rational/1.0.9/", "requires_dist": null, "requires_python": null, "summary": "Peter J\u00e4ckel's LetsBeRational is an extremely fast and accurate method for obtaining Black's implied volatility from option prices with as little as two iterations to maximum attainable precision on standard(64 bit floating point) hardware for all possible inputs.", "version": "1.0.9" }, "last_serial": 1492410, "releases": { "1.0.9": [ { "comment_text": "", "digests": { "md5": "26a8b4de3a725717aa9f68340301595a", "sha256": "4858f2eb9faafeb6631b265bd8d07dc2851b717f7dc54f214fffeb0083aaabbd" }, "downloads": -1, "filename": "lets_be_rational-1.0.9.tar.gz", "has_sig": false, "md5_digest": "26a8b4de3a725717aa9f68340301595a", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 51329, "upload_time": "2015-04-03T11:08:47", "url": "https://files.pythonhosted.org/packages/8e/3f/493df14538336a2f61db623773c33a37404644ef0c30d42c210fa2fc0aea/lets_be_rational-1.0.9.tar.gz" } ] }, "urls": [ { "comment_text": "", "digests": { "md5": "26a8b4de3a725717aa9f68340301595a", "sha256": "4858f2eb9faafeb6631b265bd8d07dc2851b717f7dc54f214fffeb0083aaabbd" }, "downloads": -1, "filename": "lets_be_rational-1.0.9.tar.gz", "has_sig": false, "md5_digest": "26a8b4de3a725717aa9f68340301595a", "packagetype": "sdist", "python_version": "source", "requires_python": null, "size": 51329, "upload_time": "2015-04-03T11:08:47", "url": "https://files.pythonhosted.org/packages/8e/3f/493df14538336a2f61db623773c33a37404644ef0c30d42c210fa2fc0aea/lets_be_rational-1.0.9.tar.gz" } ] }