Derivatives Pricing Python Packages

stochastic-rs

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.

kiyosi

Modern C++23 derivatives pricing with Python bindings: vanilla and exotic options, structured products, Greeks, and CUDA-accelerated Monte Carlo.

financepy

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

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.

asrquant

ASRQuant is an open-source Python framework for auditable quantitative finance research, combining backtesting, Monte Carlo simulation, derivatives pricing, risk analytics, portfolio modelling, econometrics, machine learning, visualization, reproducibility, and implementation-sensitivity analysis.

derivx

DerivX Core Library

derivatives-pricing

A Python library for options pricing and Greeks computation.

velesquant

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

quantorch

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

bsm-pricer

European option pricing under Black-Scholes-Merton: prices, Greeks, implied volatility, and sensitivity surfaces. Typed, tested, NumPy-only — no SciPy, so it runs in a browser. The published document shows where the model breaks, generating a volatility smile and inverting it.

derivus

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

pyblackscholesanalytics

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

options-calculator

An intuitive and versatile options library.

stochastic-py

High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.