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Quant DSL
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Latest capture 2026-06-19 22:47
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Scanned 2026-06-19 22:47
requirements.txt
python ecosystem,
12 dependencies
setup.py
python ecosystem,
12 dependencies
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A Python library for mathematical finance
A library for financial options pricing written in Python.
Quantlib implementation in pure Julia
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
63 deterministic quant computation tools for autonomous financial agents. Options, derivatives, risk, portfolio, statistics, crypto/DeFi, macro/FX, TVM. 1,000 free calls/day — no signup.
R package for option pricing
