Search Packages

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

quantflow

Quantitative finance and derivative pricing

oipd

OIPD computes the probabilities of an asset's future price as implied by the options market.

optopsy

A nimble backtesting and statistics library for options strategies

stochvolmodels

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

quant-kernel

A high-performance quantitative finance compute engine for derivatives pricing

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.

quantsbin

Quantitative Finance tools

jetblack-options

Reference implementations for option pricing formula

fftoptionlib

FFT-based Option Pricing Method in Python

tse-option

بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)

vanilla-option-pricing

Stochastic models to price financial options

riskneutral

Risk-Neutral Density Estimation Tools

options-calculator

An intuitive and versatile options library.

rustquant

Rust library for quantitative finance.

quantrs

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

tiny-pricing-utils

A set of utility functions for my project