Quantlib Python Packages

tff-nightly

High-performance TensorFlow library for quantitative finance.

llmbroker

PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators

pyquantlib

Python bindings for QuantLib

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

quantorch

PyTorch for Quantitative Finance : Refine Derivatives Hedging and Pricing with Architecture Alightment in Operators

exotx

exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.

quantlib-irs-toolkit

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

deskpricer

Portall Webservice

volatilipy

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

fastfe

A Python library that simplifies QuantLib for pricing exotic derivatives — curves, vol surfaces, and Monte Carlo out of the box.

rustquant

Rust library for quantitative finance.