Derivatives Pricing Python Packages

financepy

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

stochastic-rs

High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.

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.

llmbroker

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

derivx

DerivX Core Library

derivatives-pricing

A Python library for options pricing and Greeks computation.

quantorch

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

velesquant

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

pyblackscholesanalytics

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

options-calculator

An intuitive and versatile options library.