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federicomariamassari/willowtree

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

1 awesome list

Quick read

Stars
379
Forks
42
Open issues
1
Commits
117

Activity and growth

Latest capture 2026-07-21 03:06

Stars · last 7 days
No history
Commits · last 7 days
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Stars since tracking
+11
Stored snapshots
3

Classification

Topics

#derivatives-pricing #financial-engineering #python-3 #standard-brownian-motion #willow-tree

Metadata

Language
Python
License
MIT
Default branch
master
Created
2017-10-06
First commit
2017-10-06
Last pushed
2018-07-14
GitHub updated
2026-07-20
Last synced
2026-07-21 03:06
Stack scanned
2026-07-21 03:06
Archived
No
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Growth history

Tracked growth

3 observed captures since 2026-06-19. Charts use measured snapshots only.

Stars from first capture +11

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