Quantlib Python Packages

itofin

High-performance quantitative finance library in Rust: pricing, risk, and numerical tools built for speed and safety.

tff-nightly

High-performance TensorFlow library for quantitative finance.

pyquantlib

Python bindings for QuantLib

fasti-dates

Dates, calendars, business-day conventions and day-count fractions for financial code — no_std Rust, integer-exact, designed after QuantLib's ql/time.

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

fastfe

A Python library that simplifies working with QuantLib by providing high-level abstractions for common quantitative finance tasks. The library handles market conventions, rate helpers, and calibration boilerplate so users can focus on pricing logic rather than QuantLib's low-level API.

exotx

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

quantorch

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

volatilipy

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

quantlib-irs-toolkit

QuantLib IRS curve bootstrapping for EM rates: PLN, HUF, CZK, ZAR. Discount factors, zero rates, forward rates from market par swap rates.

rustquant

Rust library for quantitative finance.