Search Packages

casadi

CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.

openbb-platform-api

Financial data platform for analysts, quants and AI agents.

financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

openbb-mcp-server

Financial data platform for analysts, quants and AI agents.

vade

Production-grade fixed income quant library with Rust core

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

openbb-terminal-nightly

Financial data platform for analysts, quants and AI agents.

hyperjet

Automatic differentiation with dual numbers

autoneuronet

AutoNeuroNet is a fully implemented automatic differentiation engine with custom matrices, a full neural network architecture, and a training pipeline. It comes with Python bindings via PyBind11, enabling quick, easy network development in Python, backed by C++ for enhanced speed and performance.

casadi-gil-comp

CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.

openbb-cli

Financial data platform for analysts, quants and AI agents.

financeindia

A high-performance, lightweight Python library written in Rust for fetching Indian financial market data (NSE).

hypergraph

Reversed mode second order automatic differentiation for python (WIP)

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.

derivx

Derivatives Pricing Engine

cvar-optimization-benchmarks

Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems in Python.

causing

Causing: CAUsal INterpretation using Graphs

xad

High-Performance Automatic Differentiation for Python

pymoto

Modular Python framework for topology optimization

monotonic-derivative

Introducing `monotonic_derivative`, a Python library designed to modify a given curve by enforcing monotonicity on its derivative, resulting in a smoother and more physically plausible representation of the original data, ideal for analysis and presentation purposes.

eikonax

A Fully Differentiable Solver for the Anisotropic Eikonal Equation

quant-kernel

A high-performance quantitative finance compute engine for derivatives pricing

hessquik

AD-free gradient and Hessian computations