fypy
by jkirkby3
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
AI summary
Option pricing library
A comprehensive Python library for pricing exotic financial options and contracts using various analytical and numerical methods.
- stars
- 83
- forks
- 22
- watching
- 6
Similar projects
Found by comparing what the projects do, not just their names.
Option pricing library
Provides a Python library for calculating the prices of various types of financial options using closed-form solutions.
Option pricing library
Calculates option prices and Greeks using Black's formulas with extended support for Black-Scholes and Black-Scholes-Merton.
Finance library
A Python library for mathematical finance and option pricing with object-oriented programming, stochastic modeling, and simulation.
Options pricing library
A Python library for pricing financial options using closed-form solutions and TDAmeritrade API
Derivatives calculator
Provides tools for pricing and analyzing financial derivatives in Python
Derivatives Library
A comprehensive Python library for pricing and risk management of financial derivatives.
Fixed income analysis library
A Python library designed to facilitate fixed income analysis with pricing tools and risk calculations
Finance notebooks
A collection of Python notebooks focused on quantitative finance and derivatives pricing using the QuantLib library.
Options calculator
Python implementation of financial options models and methods for energy trading
Finance code
A repository of Python code examples for quantitative finance applications
Price Data Library
Provides an efficient way to obtain and process financial price data in Python
Trading Library
A Python library for creating and backtesting algorithmic trading strategies using machine learning and technical indicators.
Derivatives Pricing Model
An efficient Python implementation of a derivatives pricing model that models standard Brownian motion and offers fast and accurate pricing of derivative contracts.
Finance simulations
A repository of quantitative finance and algorithmic trading strategies and analyses.
Options library
Provides pre-built strategy libraries for options trading and quantitative finance
