Repository profile
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.
Repository updates
Get generated jkirkby3/fypy development summaries by email, or follow the weekly and monthly RSS feeds.
Sign in to subscribe by email. RSS feeds are public.
Sign in to subscribeTracked growth, recent movement, and commit velocity from stored repository snapshots.
Latest capture 2026-07-21 03:07
3 captures since 2026-06-19
Stars from baseline +2
All tracked data
Frameworks, package managers, ecosystems, and dependency manifests found during catalog scans.
Scanned 2026-07-21 03:07
Searchable topics, generated tags, and stack labels that explain where this repository fits.
Agent instructions and tool configuration paths found in the repository tree.
Nearest indexed repositories by embedding similarity.
No description.
A Python library for mathematical finance
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
Basic options pricing in Python
An libary to price financial options written in Python. Includes: Black Scholes, Black 76, Implied Volatility, American, European, Asian, Spread Options
