Iv Python Packages

linearmodels

Additional linear models including instrumental variable and panel data models that are missing from statsmodels.

woe

Tools for WoE Transformation mostly used in ScoreCard Model for credit rating

texiv

A machine learning–based method for transforming text into instrumental variables (IV).

optionspricerlib

A library for pricing options using different models

volsplineslib

VolSplinesLib is a Python library for interpolating implied volatility surfaces using various volatility models. The library provides tools for fitting and interpolating models to market data, supporting popular methods like RFV, SLV, SABR, and SVI.