Installation

From PyPI

pip install polars-vol

With uv, either interface works:

uv add polars-vol            # in a uv-managed project
uv pip install polars-vol    # with the uv pip interface

Wheels are published for CPython ≥ 3.9 (abi3, so one wheel covers all supported versions) on macOS (arm64, x86_64), Linux (x86_64, aarch64) and Windows (x64). polars >= 1.3 is installed automatically as a dependency.

From source

Requires a Rust toolchain and maturin. The repo pins its Rust toolchain in rust-toolchain.toml, so rustup fetches the right one automatically:

git clone https://github.com/p3i0t/polars_vol && cd polars_vol
pip install maturin          # or: uv pip install maturin
maturin develop --release

Verify the installation

import polars as pl
import polars_vol as pv

df = pl.DataFrame(
    {"strike": [100.0], "spot": [100.0], "vol": [0.2],
     "time_to_expiry": [1.0], "rate": [0.05], "is_call": [True]}
)
print(pv.black_scholes("strike", "spot", "vol", "time_to_expiry", "rate", "is_call"))
# 10.450575  (the textbook value: 10.4506)

Development setup

make venv             # .venv with the dev dependencies
make install-release  # build and install the Rust extension
make test             # pytest
make pre-commit       # cargo fmt/clippy + ruff + mypy (what CI runs)
make docs             # serve this documentation (mkdocs)