fypy

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.

finance

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37 Stars

11 Forks

37 Watchers

Python Language

mit License

Cost to Build

$6.9K

Market Value

$9.3K

How is this calculated?

Growth over time

7 data points · 2021-08-01 → 2023-07-01

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What is the jkirkby3/fypy GitHub project? Description: "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.". Written in Python. Explain what it does, its main use cases, key features, and who would benefit from using it.

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How to clone fypy

Clone via HTTPS

git clone https://github.com/jkirkby3/fypy.git

Clone via SSH

[email protected]:jkirkby3/fypy.git

Download ZIP

Download master.zip

Found an issue?

Report bugs or request features on the fypy issue tracker:

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