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 package for transforming text into instrumental variables (IV).

optionspricerlib

OptionsPricerLib is a Python library for pricing financial options using various european and american models. The library provides options pricing, implied volatility calculation, and the Greeks for options, covering models such as Barone-Adesi Whaley, Black-Scholes, Leisen-Reimer, Jarrow-Rudd, and Cox-Ross-Rubinstein.

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.