How do I install the Py Vollib Options Pricing skill?

Run npx skillmds@latest add knownasnaffy/py-vollib-options-pricing-3 in your terminal (requires Node.js), paste this page's agent-chat prompt into Claude, Cursor, or any MCP-connected agent, or download the SKILL.md file and copy it into your agent's skills directory.

Is Py Vollib Options Pricing safe to use?

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Which AI agents work with Py Vollib Options Pricing?

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Is Py Vollib Options Pricing free to use?

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Who published Py Vollib Options Pricing?

knownasnaffy (@knownasnaffy) published this skill. Their other Agent Skills are listed on their SkillMD profile.

Py Vollib Options Pricing by knownasnaffy

Name: Py Vollib Options Pricing
Rating: 4.2 (5 reviews)
Author: knownasnaffy

Py Vollib Options Pricing

使用 BSM 和 Black 模型对欧式期权进行定价和 Greeks 计算，支持连续股息收益率调整。触发场景：(1) 用户要计算某期权的理论价格；(2) 用户要计算期权的希腊字母值（delta、gamma 等）；(3) 用户要回测基于期权定价的策略。

knownasnaffy Updated Sep 22, 2026 0 repo stars

File contents

py-vollib-options-pricing

I help you build quant strategies on A-share with ZVT — from data fetch to backtest, one flow. Just tell me what you want; I'll write the code, you don't have to dig docs. (Heads up: ZVT natively supports A-share, HK, and crypto. US stocks — stockus_nasdaq_AAPL — are half-baked; don't bother for serious work.)

Pipeline

data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization

Top Use Cases (1 total)

Sphinx Documentation Configuration for py_vollib (`UC-101`)

Configures automated documentation generation for the py_vollib options pricing library, enabling consistent API documentation, code examples, and cov Triggers: documentation, sphinx, api docs

Install

# One-time setup before first use
bash scripts/install.sh

Execute trigger: When user intent matches intent_router.uc_entries[].positive_terms AND user uses action verb (run/execute/跑/执行/backtest/fetch/collect)

What I'll Ask You

Target market: A-share (default), HK, or crypto? (US stocks in ZVT are half-baked — stockus_nasdaq_AAPL exists but coverage is thin)
Data source / provider: eastmoney (free, no account), joinquant (account+paid), baostock (free, good history), akshare, or qmt (broker)?
Strategy type: MACD golden-cross, MA crossover, volume breakout, fundamental screen, or custom factor?
Time range: start_timestamp and end_timestamp for backtest period
Target entity IDs: specific stocks (stock_sh_600000) or index components (SZ1000)?

Semantic Locks (Fatal)

ID	Rule	On Violation
`SL-01`	Execute sell orders before buy orders in every trading cycle	halt
`SL-02`	Trading signals MUST use next-bar execution (no look-ahead)	halt
`SL-03`	Entity IDs MUST follow format entity_type_exchange_code	halt
`SL-04`	DataFrame index MUST be MultiIndex (entity_id, timestamp)	halt
`SL-05`	TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amount	halt
`SL-06`	filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTION	halt
`SL-07`	Transformer MUST run BEFORE Accumulator in factor pipeline	halt
`SL-08`	MACD parameters locked: fast=12, slow=26, signal=9	halt

Full lock definitions: references/LOCKS.md

Top Anti-Patterns (15 total)

AP-DERIVATIVES-PRICING-001: Instrument NPV called without attached pricing engine
AP-DERIVATIVES-PRICING-002: BSM forward price ignores dividend yield
AP-DERIVATIVES-PRICING-003: Negative discount factors passed to log-domain interpolation

All 15 anti-patterns: references/ANTI_PATTERNS.md

Evidence Quality Notice

[QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-127. Evidence verify ratio = 54.8% and audit fail total = 10. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).

Reference Files

File	Contents	When to Load
references/seed.yaml	V6+ 全量权威 (source-of-truth)	有行为/决策争议时必读
references/ANTI_PATTERNS.md	15 条跨项目反模式	开始实现前
references/WISDOM.md	跨项目精华借鉴	架构决策时
references/CONSTRAINTS.md	domain + fatal 约束	规则冲突时
references/USE_CASES.md	全量 KUC-* 业务场景	需要完整示例时
references/LOCKS.md	SL-* + preconditions + hints	生成回测/交易代码前
references/COMPONENTS.md	AST 组件地图（按 module 拆分）	查 API 时

Compiled by Doramagic crystal-compilation-v6.1 from finance-bp-127 blueprint at 2026-04-22T13:01:03.585888+00:00. See human_summary.md for non-technical overview.

---name: py-vollib-options-pricing-3description: 使用 BSM 和 Black 模型对欧式期权进行定价和 Greeks 计算，支持连续股息收益率调整。触发场景：(1) 用户要计算某期权的理论价格；(2) 用户要计算期权的希腊字母值（delta、gamma 等）；(3) 用户要回测基于期权定价的策略。license: Proprietary. See LICENSE.txt in project root.---# py-vollib-options-pricing> I help you build quant strategies on A-share with ZVT — from data fetch to backtest, one flow. Just tell me what you want; I'll write the code, you don't have to dig docs. (Heads up: ZVT natively supports A-share, HK, and crypto. US stocks — stockus_nasdaq_AAPL — are half-baked; don't bother for serious work.)## Pipeline`data_collection -> data_storage -> factor_computation -> target_selection -> trading_execution -> visualization`## Top Use Cases (1 total)### Sphinx Documentation Configuration for py_vollib (`UC-101`)Configures automated documentation generation for the py_vollib options pricing library, enabling consistent API documentation, code examples, and cov**Triggers**: documentation, sphinx, api docs## Install```bash# One-time setup before first usebash scripts/install.sh```**Execute trigger**: `When user intent matches intent_router.uc_entries[].positive_terms AND user uses action verb (run/execute/跑/执行/backtest/fetch/collect)`## What I'll Ask You- Target market: A-share (default), HK, or crypto? (US stocks in ZVT are half-baked — stockus_nasdaq_AAPL exists but coverage is thin)- Data source / provider: eastmoney (free, no account), joinquant (account+paid), baostock (free, good history), akshare, or qmt (broker)?- Strategy type: MACD golden-cross, MA crossover, volume breakout, fundamental screen, or custom factor?- Time range: start_timestamp and end_timestamp for backtest period- Target entity IDs: specific stocks (stock_sh_600000) or index components (SZ1000)?## Semantic Locks (Fatal)| ID | Rule | On Violation ||---|---|---|| `SL-01` | Execute sell orders before buy orders in every trading cycle | halt || `SL-02` | Trading signals MUST use next-bar execution (no look-ahead) | halt || `SL-03` | Entity IDs MUST follow format entity_type_exchange_code | halt || `SL-04` | DataFrame index MUST be MultiIndex (entity_id, timestamp) | halt || `SL-05` | TradingSignal MUST have EXACTLY ONE of: position_pct, order_money, order_amount | halt || `SL-06` | filter_result column semantics: True=BUY, False=SELL, None/NaN=NO ACTION | halt || `SL-07` | Transformer MUST run BEFORE Accumulator in factor pipeline | halt || `SL-08` | MACD parameters locked: fast=12, slow=26, signal=9 | halt |Full lock definitions: [references/LOCKS.md](references/LOCKS.md)## Top Anti-Patterns (15 total)- **`AP-DERIVATIVES-PRICING-001`**: Instrument NPV called without attached pricing engine- **`AP-DERIVATIVES-PRICING-002`**: BSM forward price ignores dividend yield- **`AP-DERIVATIVES-PRICING-003`**: Negative discount factors passed to log-domain interpolationAll 15 anti-patterns: [references/ANTI_PATTERNS.md](references/ANTI_PATTERNS.md)## Evidence Quality Notice> [QUALITY NOTICE] This crystal was compiled from blueprint finance-bp-127. Evidence verify ratio = 54.8% and audit fail total = 10. Generated results may have uncaptured requirement gaps. Verify critical decisions against source files (LATEST.yaml / LATEST.jsonl).## Reference Files| File | Contents | When to Load ||---|---|---|| [references/seed.yaml](references/seed.yaml) | V6+ 全量权威 (source-of-truth) | 有行为/决策争议时必读 || [references/ANTI_PATTERNS.md](references/ANTI_PATTERNS.md) | 15 条跨项目反模式 | 开始实现前 || [references/WISDOM.md](references/WISDOM.md) | 跨项目精华借鉴 | 架构决策时 || [references/CONSTRAINTS.md](references/CONSTRAINTS.md) | domain + fatal 约束 | 规则冲突时 || [references/USE_CASES.md](references/USE_CASES.md) | 全量 KUC-* 业务场景 | 需要完整示例时 || [references/LOCKS.md](references/LOCKS.md) | SL-* + preconditions + hints | 生成回测/交易代码前 || [references/COMPONENTS.md](references/COMPONENTS.md) | AST 组件地图（按 module 拆分）| 查 API 时 |---*Compiled by Doramagic crystal-compilation-v6.1 from `finance-bp-127` blueprint at 2026-04-22T13:01:03.585888+00:00.**See [human_summary.md](human_summary.md) for non-technical overview.*

Frequently asked questions