Quantlib Python Packages

tff-nightly

High-performance TensorFlow library for quantitative finance.

tf-quant-finance

High-performance TensorFlow library for quantitative finance.

pyquantlib

Python bindings for QuantLib

quantorch

High-Performance Torch Library for Derivatives Pricing

exotx

Python library for pricing autocallables

volatilipy

Python wrappers around QuantLib and Pandas to easily generate volatility surfaces

rustquant

A Rust library for quantitative finance tools.

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.