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A Python library for mathematical finance
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Latest capture 2026-07-21 03:08
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setup.py
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Quant DSL
A library for financial options pricing written in Python.
Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader
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.
R package for option pricing
No description.
