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PyFE
pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

7K 180 75
QWED-AI
qwed-finance

Deterministic verification middleware for banking and financial AI. NPV, IRR, loan amortization, and interest calculations with QWED precision.

1K 2 1
QuantOracledev
langchain-quantoracle

63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.

1K 4 0
hedge0
optionspricerlib

OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.

530 0 0
sandyherho
optionmc

OptionMC is a Python package for pricing European options using Monte Carlo simulation, featuring variance reduction techniques and educational visualizations. Designed for both quantitative finance practitioners and students learning derivatives pricing.

321 5 0
erkandem
calcbsimpvol

Calculate Black Scholes Implied Volatility - Vectorwise

308 16 5
rob-blackbourn
jetblack-options

Reference implementations for option pricing formula

240 4 0
Moe-Dada
riskneutral

Risk-Neutral Density Estimation Tools

121 1 0
carlobortolan
quantrs

Python bindings for a tiny library for quantitative finance (powered by Rust)

89 19 5
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