Julian-Beatty/Pyderivatives
No description.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Appears on
Quick read
Latest capture 2026-08-13 03:06
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
4 observed captures since 2026-06-19. Observed captures are shown by default.
Stars from first capture +93
Observed captures only
All tracked data
Observed snapshots
Observed snapshots
Nearest indexed repositories by embedding similarity.
No description.
Portfolio Optimization in Python
Basic options pricing in Python
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.
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.
python tools for Finance with the functionality of indicator calculation, business day calculation and so on.