Derivatives Python Packages

casadi

CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.

openbb-platform-api

Financial data platform for analysts, quants and AI agents.

financepy

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

openbb-mcp-server

Financial data platform for analysts, quants and AI agents.

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

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.

financeindia

A high-performance, lightweight, Unofficial Python library written in Rust for fetching Indian financial market data (NSE).

hyperjet

Algorithmic differentiation with hyper-dual numbers in C++ and Python

openbb-cli

Financial data platform for analysts, quants and AI agents.

openbb-terminal-nightly

Financial data platform for analysts, quants and AI agents.

casadi-gil-comp

CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python or Matlab/Octave.

autoneuronet

AutoNeuroNet is a fully implemented automatic differentiation engine with custom matrices, a full neural network architecture, and a training pipeline. It comes with Python bindings via PyBind11, enabling quick, easy network development in Python, backed by C++ for enhanced speed and performance.

hypergraph

Reversed mode second order automatic differentiation for python (WIP)

causing

Causing: CAUsal INterpretation using Graphs

pymoto

Modular Python framework for topology optimization

cvar-optimization-benchmarks

Conditional Value-at-Risk (CVaR) portfolio optimization benchmark problems in Python.

derivx

DerivX Core Library

monotonic-derivative

Introducing `monotonic_derivative`, a Python library designed to modify a given curve by enforcing monotonicity on its derivative, resulting in a smoother and more physically plausible representation of the original data, ideal for analysis and presentation purposes.

eikonax

Differentiable Solver for the Anisotropic Eikonal Equation on Triangulated Meshes

tf-q-finance

High-performance TensorFlow library for quantitative finance.

symnum

Symbolically construct NumPy functions and their derivatives.

quant-kernel

High-performance derivative pricing engine with 40+ algorithms

xad

High-Performance Automatic Differentiation for Python

quantsbin

Quantitative Finance tools