VolSplinesLib is a Python library for interpolating implied volatility surfaces using various volatility models. The library provides tools for fitting and interpolating models to market data, supporting popular methods like RFV, SLV, SABR, and SVI.
python
options
interpolation
splines
spline
iv
sabr
implied-volatility
interpolation-methods
interpolation-techniques
svi
spline-interpolation
slv
rfv
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Updated
Nov 5, 2024 - Python