Search Packages

tff-nightly

High-performance TensorFlow library for quantitative finance.

pyquantlib

Python bindings for QuantLib

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

exotx

Python library for pricing autocallables

quantorch

PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators

volatilipy

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

rustquant

Rust library for quantitative finance.

fastfe

A Python library that simplifies QuantLib for pricing exotic derivatives — curves, vol surfaces, and Monte Carlo out of the box.