Fixed Income Python Packages

openbb-platform-api

Open 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.

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.

openbb-mcp-server

Open Data Platform for analysts, quants and AI agents.

br-market-calendar

Brazilian financial market calendar utilities for business days, holidays, calendar-day calculations, and date handling.

openbb-cli

Open Data Platform for analysts, quants and AI agents.

openbb-terminal-nightly

Open Data Platform for analysts, quants and AI agents.

fintoolsom

Personal library for financial calculations

fixedincome-analytics

Python Fixed Income Securities & Derivatives analytics package

repl-openbb

Open Data Platform for analysts, quants and AI agents.

bond-issuer-screener

Screen bond issuers against community development and impact-investing criteria

vade

Production-grade fixed income quant library with Rust core

quantlib-irs-toolkit

Minimal QuantLib IRS curve bootstrapping for EM and frontier rates (PLN, HUF, CZK, ZAR).

quantrs

Python bindings for a tiny library for quantitative finance (powered by Rust)

sdfdf

Financial data platform for analysts, quants and AI agents.