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.

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.

derivatives-pricing

A Python library for options pricing and Greeks computation.

derivx

DerivX Core Library

quantorch

High-Performance Torch Library for Derivatives Pricing

velesquant

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

pyblackscholesanalytics

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

options-calculator

An intuitive and versatile options library.