Financial Modeling Python Packages

cashflower

An open-source Python framework for actuarial cash flow models

nmtc-application-builder

Open-source intelligence platform for competitive CDFI Fund NMTC applications. Score your project pipeline against patterns from CY2020–2024 winners across 5 dimensions, get prioritized recommendations, and generate complete Word/Excel/PDF application packages. 544 tests. MIT licensed.

revenue-model-builder

Bottom-up driver-based revenue forecasting: base × penetration × share × price, with structural residual alignment, A/B/C data grading, Monte Carlo + tornado sensitivity, and annual-report segment extraction. Pure Python stdlib.

pyesg

Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.

spreadsheet-auditor

Claude and Codex Agent Skill (plus standalone CLI) that audits existing Excel spreadsheets and financial models for correctness defects: formula errors, broken references, off-by-one ranges, totals that don't reconcile or cross-foot, circular references, and data-quality risks. Audit-only; never rewrites your workbook.

modeleon

Financial Model Engineering — Python code compiles to live Excel formulas

fdnpy

A Python SDK for FinancialData.Net API - Real-time & Historical Stock Market Data

deltau

A backtesting and performance analysis package

finvariant

Deterministic integrity checks for financial statements: balance-sheet balancing, cash-flow tie-outs, and three-statement articulation. Verifies, does not build.

finir

A financial intermediate representation and incremental execution runtime for AI systems typed finance IR, dependency-aware caching, scenario engine, CPU/GPU dispatch.

life-model

Simulation framework for modeling personal finance. Simulate and visualize how life events impact financial growth.

jump-diffusion-estimation

Functions to work with Jump-Diffusion processes

derivus

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

quantspt

Stochastic Portfolio Theory toolkit for quantitative finance — functionally generated portfolios, relative arbitrage, excess growth optimization.

wbtc

Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset × horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.

liquiditylife

Life-cycle portfolio choice with liquidity risk, labor-income risk, and consumption adjustment frictions. Inspired by Adams (2026).