Curves Python Packages

scikit-fda

Functional Data Analysis Python package

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.

anurbs

A simple Nurbs library (work in progress)

opensimplex-loops

Python library to generate seamlessly-looping animated images and closed curves, and seamlessy-tileable images. Based on 4D OpenSimplex noise.

curve2vec

Python package for generating vector embeddings of curves

curvipy

Make math animations in a few lines of code.

derivus

An XVA, pricing library built from the ground up with AAD in mind implemented in PyTorch

postmeshpy

A curvilinear mesh generator for high order finite element analysis

geosimilarity

Differentiable curve and surface similarity measures.

scikit-fda-sim

Functional Data Analysis Python package

pydrawer

Make math animations in a few lines of code.