Fast Risks with QuantLib in Python
☆21Apr 2, 2026Updated 4 months ago
Alternatives and similar repositories for QuantLib-Risks-Py
Users that are interested in QuantLib-Risks-Py are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- High-Performance Automatic Differentiation for Python☆20Apr 2, 2026Updated 4 months ago
- An xVA quantitative library written in python using tensorflow☆19Updated this week
- A mirror of the Open Risk white paper collection☆10Nov 11, 2025Updated 8 months ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆55Aug 28, 2021Updated 4 years ago
- SOFR curve bootstrapping☆28Jul 17, 2020Updated 6 years ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- Delta hedging under SABR model☆50May 14, 2024Updated 2 years ago
- ☆14Oct 10, 2024Updated last year
- Python repository with various projects in Machine Learning and Finance☆14Updated this week
- Documentation for QuantLib-Python☆118Jun 18, 2026Updated last month
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated last year
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆354May 20, 2026Updated 2 months ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆19Jun 10, 2022Updated 4 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆179Feb 28, 2026Updated 5 months ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- ☆16Dec 16, 2022Updated 3 years ago
- Fast, easy automatic differentiation in C++☆426Jul 5, 2026Updated last month
- Code repository for Pricing and Trading Interest Rate Derivatives☆125Oct 29, 2022Updated 3 years ago
- CFA Learning Notes☆18Apr 12, 2024Updated 2 years ago
- Python implementation for regime-dependent portfolio optimization☆16Oct 14, 2023Updated 2 years ago
- A numerical library for High-Dimensional option Pricing problems, including Fourier transform methods, Monte Carlo methods and the Deep G…☆29May 22, 2020Updated 6 years ago
- Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (includi…☆145Feb 27, 2025Updated last year
- ☆28Aug 26, 2024Updated last year
- ☆12Mar 17, 2025Updated last year
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- GARCH models estimated using autodiff.☆20May 23, 2026Updated 2 months ago
- Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [F…☆35May 17, 2026Updated 2 months ago
- Various Python 3.6+ helper classes/functions amalgamated into a single package: privex-helpers☆17Nov 22, 2025Updated 8 months ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- a cashflow engine wrapper for structured finance professionals☆69Mar 28, 2026Updated 4 months ago
- Economic indicators using Python and APIs☆16May 11, 2023Updated 3 years ago
- I will be posting all the SQL code from my You-tube channel☆17May 7, 2020Updated 6 years ago
- High Performance Quantative Finance on JAX☆13Jun 28, 2022Updated 4 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Apr 10, 2020Updated 6 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Risk tools for commodities trading and finance☆43Feb 11, 2026Updated 5 months ago
- ☆91Jul 6, 2025Updated last year
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- Python Monte Carlo Scenario Generator☆14Dec 30, 2025Updated 7 months ago
- muRisQ Advisory: Interest Rate Models for Derivatives.☆16Oct 9, 2022Updated 3 years ago
- Begin to Code with Python book website☆12Mar 11, 2023Updated 3 years ago
- Deep learning-based flower classification system using CNN architectures for image recognition and classification. Trained and evaluated …☆19Jul 18, 2026Updated 3 weeks ago