Black Scholes Python 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.

derivatives-pricing

A Python library for options pricing and Greeks computation.

optionspricerlib

A library for pricing options using different models

calcbsimpvol

Calculate Black Scholes Implied Volatility - Vectorwise

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.

optionmc

Monte Carlo simulation for European option pricing with visualization capabilities

jetblack-options

Reference implementations of option pricing formulae in Python

riskneutral

Risk-Neutral Density Estimation Tools

quantrs

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