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Derivatives Pricing Python Packages

Python packages with the GitHub topic derivatives-pricing. Sorted by relevance, with stars and monthly downloads.
domokane
financepy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

40K 3K 400
attack68
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.

6K 339 62
jsidhu06
derivatives-pricing

A Python library for options pricing and Greeks computation.

2K 2 0
xurendong
derivx

DerivX Core Library

730 20 4
jialuechen
quantorch

High-Performance Torch Library for Derivatives Pricing

556 196 29
suren777
velesquant

Quant libraty with pricing power of C++ wrapped inside python classes

427 0 0
gabrielepompa88
pyblackscholesanalytics

Options and Option Strategies analytics under the Black-Scholes Model for educational purpose

119 126 34
PaulWentzel1
options-calculator

An intuitive and versatile options library.

99 3 1
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