Fast Risks with QuantLib in Python
☆22Apr 2, 2026Updated 6 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☆21Apr 2, 2026Updated 6 months ago
- QuantLib with AAD☆43Jun 12, 2026Updated 3 months ago
- AqumenLib is AQumen's financial analytics SDK for pricing and risk.☆20Mar 23, 2025Updated last year
- A mirror of the Open Risk white paper collection☆10Sep 1, 2026Updated last month
- Delta hedging under SABR model☆49May 14, 2024Updated 2 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Python repository with various projects in Machine Learning and Finance☆15Updated this week
- 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) …☆365May 20, 2026Updated 4 months ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆179Feb 28, 2026Updated 7 months ago
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- We implement RSQE and HQE simulation schemes from the paper Efficient simulation of affine forward volatility models.☆20Jun 10, 2022Updated 4 years ago
- ☆16Dec 16, 2022Updated 3 years ago
- Fast, easy automatic differentiation in C++☆432Sep 8, 2026Updated last month
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Code repository for Pricing and Trading Interest Rate Derivatives☆126Oct 29, 2022Updated 3 years ago
- CFA Learning Notes☆21Apr 12, 2024Updated 2 years ago
- Python implementation for regime-dependent portfolio optimization☆17Oct 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…☆147Feb 27, 2025Updated last year
- ☆28Aug 26, 2024Updated 2 years ago
- ☆13Mar 17, 2025Updated last year
- GARCH models estimated using autodiff.☆20Sep 21, 2026Updated 2 weeks ago
- Open-source investment analytics platform bridging academic research and retail finance. Features include portfolio risk decomposition [F…☆39May 17, 2026Updated 4 months ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- High performance hybrid Monte Carlo simulation☆10Sep 21, 2026Updated 2 weeks ago
- Various Python 3.6+ helper classes/functions amalgamated into a single package: privex-helpers☆17Nov 22, 2025Updated 10 months ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆14Aug 25, 2022Updated 4 years ago
- a cashflow engine wrapper for structured finance professionals☆71Sep 30, 2026Updated last week
- 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
- ☆95Jul 6, 2025Updated last year
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- muRisQ Advisory: Interest Rate Models for Derivatives.☆16Oct 9, 2022Updated 4 years ago
- Begin to Code with Python book website☆12Mar 11, 2023Updated 3 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆129Nov 2, 2023Updated 2 years ago
- ☆15May 19, 2023Updated 3 years ago
- Deep learning-based flower classification system using CNN architectures for image recognition and classification. Trained and evaluated …☆20Sep 20, 2026Updated 2 weeks ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆161May 2, 2024Updated 2 years ago