lib-volliblisted

Machine-precision implied volatility with no bracketing, behind a package name restructured in 2026 - py_vollib is now a DEAD SHIM with four files and zero library code, and every pre-2026 tutorial installs it. TRIGGER - vollib, py_vollib, py_vollib_vectorized, lets_be_rational, "Let's Be Rational", Jaeckel, black_scholes, black_scholes_merton, implied_volatility, greeks.analytical, BelowIntrinsicException, AboveMaximumException, "py_vollib is deprecated", or implied volatility returning 0.0. Memory is stale on the package name, on the C++ dependency (it is now pure Python) and on the Greek scaling. SKIP for American exercise, exotics, curves or conventions (lib-quantlib). SKIP when the question is WHICH library to choose, or names no library at all - both belong to the domain skill.
howard-lynn-ye/fin-skills · ★ 1 · AI & Automation · score 77

Install: claude install-skill howard-lynn-ye/fin-skills

# vollib Machine-precision implied volatility with no bracketing, in pure Python — the pick for vanilla European pricing, IV and Greeks. MIT, no compiler, best-in-class solver. | | | |---|---| | pip / import | ✅ **`vollib`** / `vollib` | | Version | **1.0.11** (2026-06-01) · `py3-none-any` wheel — ✅ **pure Python, no compiler** · `>=3.9,<4` | | Licence | **MIT** | | Status | ✅ active — `vollib/py_vollib` 433★, **1 open issue**, pushed 2026-05-29. ⚠️ `vollib/vollib` has **1,020★** but no push since 2023-06-05 — **the stars are on the stale repo** | ## The trap that costs you money 🚨 **`py_vollib` is a DEAD SHIM.** As of 1.0.12 (2026-06-01) its PyPI summary reads verbatim *"Deprecated transition package for vollib."* — **4 files, zero library code**, sole dependency `vollib>=1.0.11,<2.0.0`. Importing it emits *"py_vollib is deprecated and will be removed in a future release; please import from vollib"*. Old code works **for now**; write new code against **`vollib`**. The real library is PyPI **`vollib`**: `vollib/black/`, `vollib/black_scholes/`, `vollib/black_scholes_merton/`, each with `implied_volatility.py` and `greeks/{analytical,numerical}.py`, plus `vollib/ref_python/` and a `py_vollib/` shim. 🚨 **`py_vollib_vectorized` is a trap on top of the trap.** 0.1.1, released **2021-02-28 — no PyPI release in 5.5 years** — and it **monkey-patches `py_vollib` internals** that have since **moved to `vollib`**, so it patches a gutted package. ❓ The exact breakage was not rep