lballabio / QuantLib-SWIGLinks
QuantLib wrappers to other languages
☆363Updated this week
Alternatives and similar repositories for QuantLib-SWIG
Users that are interested in QuantLib-SWIG are comparing it to the libraries listed below
Sorting:
- Cython QuantLib wrappers☆1,109Updated 2 months ago
- Basic options pricing in Python☆312Updated 10 years ago
- ☆340Updated last year
- Quant DSL☆360Updated 7 years ago
- A nimble options backtesting library for Python☆1,130Updated 11 months ago
- Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Voll…☆804Updated 2 years ago
- Calendars for various securities exchanges.☆637Updated last year
- Exchange calendars to use with pandas for trading applications☆877Updated this week
- python tools for Finance with the functionality of indicator calculation, business day calculation and so on.☆812Updated last year
- Documentation for QuantLib-Python☆110Updated this week
- Performance analysis of predictive (alpha) stock factors☆436Updated 3 weeks ago
- SABR model Python implementation☆520Updated 3 years ago
- Toolkit for integration and analysis☆426Updated 2 years ago
- An intuitive Bloomberg API☆268Updated 2 months ago
- Portfolio and risk analytics in Python☆490Updated 3 weeks ago
- Calendars for various securities exchanges.☆524Updated 2 weeks ago
- Quantitative finance research tools in Python☆428Updated 2 years ago
- Jupyter notebook tutorials from QuantConnect website for Python, Finance and LEAN.☆603Updated last year
- An workflow in factor-based equity trading, including factor analysis and factor modeling. For well-established factor models, I implemen…☆363Updated 6 years ago
- A fast, extensible, transparent python library for backtesting quantitative strategies.☆368Updated last year
- Financial Derivatives Calculator with 171+ Models (Options Calculator)☆218Updated 4 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆241Updated last year
- Quantitative Finance tools☆551Updated last year
- A framework for quantitative finance In python.☆856Updated 2 years ago
- A complete set of volatility estimators based on Euan Sinclair's Volatility Trading☆1,708Updated 8 months ago
- A Python library for mathematical finance☆482Updated last year
- Fast and scalable construction of risk parity portfolios☆304Updated last year
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆251Updated this week
- Open sourced research notebooks by the QuantConnect team.☆618Updated last year
- Open Source Risk Engine☆560Updated 2 weeks ago