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The Top 15 Derivatives Pricing Open Source Projects

Open source projects categorized as Derivatives Pricing
Categories > Derivatives Pricing
Financepy ⭐ 1,711
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
dependent packages 2total releases 42most recent commit 4 months agopypi financepy} Downloads
Quantresearch ⭐ 1,410
Quantitative analysis, strategies and backtests
most recent commit 8 months ago
Willowtree ⭐ 214
Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
most recent commit 6 years ago
Optlib ⭐ 182
A library for financial options pricing written in Python.
most recent commit a year ago
Compendium ⭐ 171
The Greatest Collection of anything related to finance and crypto
most recent commit 9 months ago
Rateslib ⭐ 39
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
total releases 10most recent commit 3 months ago
Finance Robinhood ⭐ 34
Trade stocks and ETFs with free brokerage Robinhood and Perl
total releases 22most recent commit 4 years ago
Deep Hedging ⭐ 25
Deep Hedging Demo - An Example of Using Machine Learning for Derivative Pricing.
most recent commit 3 years ago
Risk_free_interest_rate ⭐ 19
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
most recent commit 3 months ago
Isda_simm ⭐ 14
Implementation of ISDA SIMM v2.3~2.6
most recent commit 4 months ago
Derivx ⭐ 14
DerivX Core Library
dependent packages 2total releases 17most recent commit 4 months agonpm derivx} Downloads
Financial Derivative Analysis And Simulation ⭐ 11
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility model incorporated with variance reduction.(For MH4518 Project)
most recent commit 7 months ago
Strataxl ⭐ 8
An Excel integration of OpenGamma Strata.
most recent commit 3 years ago
Project_ficc_quant ⭐ 7
modeling FICC market with QuantLib
most recent commit a year ago
Derivatives ⭐ 5
Derivatives pricing in modern C++.
most recent commit 2 years ago
The 2 Most Depended On Derivatives Pricing Open Source Projects
Derivx ⭐ 14
DerivX Core Library
dependent packages 2total releases 17latest release January 21, 2022most recent commit 4 months agonpm derivx} Downloads
The 4 Latest Releases In Derivatives Pricing Open Source Projects
Derivx ⭐ 14
DerivX Core Library
dependent packages 2total releases 17latest release January 21, 2022most recent commit 4 months agonpm derivx} Downloads
Finance Robinhood ⭐ 34
Trade stocks and ETFs with free brokerage Robinhood and Perl
total releases 22latest release March 29, 2017most recent commit 4 years ago
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