Binomial Tree Python Packages

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.

quantsbin

Quantitative Finance tools

derivatives-pricing

A Python library for options pricing and Greeks computation.

ecofin

EcoFin is a quantitative economic library

options-calculator

An intuitive and versatile options library.