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lbrichards committed Apr 4, 2015
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A Python SWIG wrapper for the functions in "Let's Be Rational" by Peter Jäckel.

# About "Let's be Rational":
## About "Let's be Rational":

["Let's Be Rational"](http://www.pjaeckel.webspace.virginmedia.com/LetsBeRational.pdf) is a paper by [Peter Jäckel](http://jaeckel.org) 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."*

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merchantability, fitness for a particular purpose, or non-infringement.
```

# Dependencies
## Dependencies

SWIG must be installed prior to installing lets_be_rational. Download and
SWIG must be installed prior to installing ```lets_be_rational```. Download and
install [SWIG](http://www.swig.org/download.html).


# Installation with pip
## Installation with pip

Pip is the recommended method for installing ```lets_be_rational```.

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pip install lets_be_rational

# Compiling from source
## Compiling from source

Alternatively, it is possible to install by cloning the ```lets_be_rational``` Github
repository and running the make file for your OS. The make files are in the in the
same directory ```lets_be_rational``` along with the other source code files.


## Windows
### Windows

For Windows, run the following:

```
make.bat
```

## Linux
### Linux

For Linux run the following:

```
./make_linux.sh
```

## Mac OS X
### Mac OS X

For Mac OS X run the following:

```
./make_osx.sh
```

## After running the make file
### After running the make file

To make ```lets_be_rational``` available to your Python interpreter or project,
add ```lets_be_rational``` to your Python path.


# Using ```lets_be_rational```
## Using ```lets_be_rational```

```lets_be_rational``` can be used in Python as follows:
```
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```
etc.

## Contents
### Contents

The following functions from Peter Jäckel's code are exposed in the Python environment.
For details refer to the paper ["Let's Be Rational"](http://www.pjaeckel.webspace.virginmedia.com/LetsBeRational.pdf) and its accompanying C source code at [www.jaeckel.org/LetsBeRational.7z](www.jaeckel.org/LetsBeRational.7z).
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