Search Packages

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

qwed-finance

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

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.

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.

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.

calcbsimpvol

Calculate Black Scholes Implied Volatility - Vectorwise

jetblack-options

Reference implementations for option pricing formula

riskneutral

Risk-Neutral Density Estimation Tools

quantrs

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