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Why do the implied vol functions not use numba? #4

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tmcnitt opened this issue Jun 10, 2021 · 0 comments
Open

Why do the implied vol functions not use numba? #4

tmcnitt opened this issue Jun 10, 2021 · 0 comments

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@tmcnitt
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tmcnitt commented Jun 10, 2021

I have created a fork that accelerates the IV normalised functions with numba and am getting signifcant performance benefits. Is there some reason that is not done in this repo? If not, I can open a PR to merge
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