Documentation for QuantLib-Python
☆118Jun 18, 2026Updated last month
Alternatives and similar repositories for QuantLib-Python-Docs
Users that are interested in QuantLib-Python-Docs are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Quant/Algorithm trading resources with an emphasis on Machine Learning☆12Dec 2, 2018Updated 7 years ago
- An xVA quantitative library written in python using tensorflow☆19Updated this week
- Reimplementing QuantLib examples by Python☆70Sep 23, 2022Updated 3 years ago
- Fast Risks with QuantLib in Python☆21Apr 2, 2026Updated 4 months ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Dec 26, 2022Updated 3 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- QuantLib wrappers to other languages☆396Updated this week
- A curated list of practical financial machine learning (FinML) tools and applications in Python.☆20Aug 28, 2019Updated 6 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆129Nov 2, 2023Updated 2 years ago
- Example Python scripts for interest rate modelling and QuantLib usage☆25Nov 22, 2020Updated 5 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
- The QuantLib C++ library☆7,494Updated this week
- 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
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- Implementation of the Longstaff-Schwartz (American Monte Carlo) algorithm for pricing options and other derivatives with early-exercise f…☆24Jun 24, 2020Updated 6 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- Open Source Risk Engine☆769Jun 11, 2026Updated last month
- 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
- An Excel addin for QuantLib.☆21Feb 9, 2024Updated 2 years ago
- A constant proportion portfolio insurance (CPPI) trading algorithm on top of Alpaca's Trading API.☆13Jul 28, 2021Updated 5 years ago
- Popular way to model the yield curve called Nelson-Siegel-Svannson algorithm.☆18Mar 24, 2024Updated 2 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- snowball option pricing, Monte Carlo, PDE, Greeks☆10Apr 28, 2023Updated 3 years ago
- Derivation of analytical expressions of optimal quotes for market making in options.☆24Jun 24, 2022Updated 4 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Python code to perform risk-sensitive Reinforcement Learning with dynamic convex risk measures☆23Feb 21, 2024Updated 2 years ago
- ☆11Mar 16, 2022Updated 4 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆3,096Updated this week
- Pricing the Term Structure with Linear Regressions☆44Feb 4, 2018Updated 8 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- The R package offers a wide range of functions for term structure estimation based on static and dynamic coupon bond and yield data sets.…☆13Jun 1, 2015Updated 11 years ago
- ☆88Jan 10, 2023Updated 3 years ago
- Derivatives pricing in modern C++.☆18Apr 15, 2026Updated 3 months ago
- Baruch course - Market Microstructure☆14Feb 2, 2016Updated 10 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- ☆12Sep 11, 2023Updated 2 years ago
- Skillset Challenge for the Apprenticeship Program☆22Jan 8, 2022Updated 4 years ago
- ☆59Jun 14, 2024Updated 2 years ago
- PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python☆42Jun 16, 2024Updated 2 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆184Updated this week
- ☆23Jul 1, 2023Updated 3 years ago
- FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.☆13May 9, 2021Updated 5 years ago