Market-structure reconstruction. Convex options trades from dark pool, OTC flow, and the volatility surface.
- Language
- Python
- Stars
- 34
- Forks
- 8
- Latest push
- 2026-11-05
Ecosystem directory
Pricing and derivatives GitHub Repositories
Option, bond and derivatives pricing libraries and quantitative analytics.
1,763 repositories · facts retrieved 2026-11-05
66 repositories
Page 2 of 2Implementation of ISDA SIMM v2.3~2.6
- Language
- Python
- Stars
- 32
- Forks
- 15
- Licence
- MIT
- Latest push
- 2026-06-25
Interactive app to monitor market using Python
- Language
- Python
- Stars
- 32
- Forks
- 11
- Licence
- MIT
- Latest push
- 2021-11-07
Pricing and Analysis of Financial Derivative by Credit Suisse using Monte Carlo, Geometric Brownian Motion, Heston Model, CIR model, estimating greeks such as delta, gamma etc, Local volatility…
- Language
- Jupyter Notebook
- Stars
- 31
- Forks
- 8
- Latest push
- 2024-08-12
بررسی و دریافت اطلاعات اختیار معاملات بورس تهران و فرابورس ایران | Options on the Tehran Stock Exchange (TSE) and IranFarabourse (IFB)
- Language
- Jupyter Notebook
- Stars
- 31
- Forks
- 4
- Licence
- MIT
- Latest push
- 2026-10-08
A UI-friendly program calculating Black-Scholes options pricing with advanced algorithms incorporating option Greeks, IV, Heston model, etc. Reads input from users, files, databases, and real-time…
- Language
- C++
- Stars
- 30
- Forks
- 9
- Latest push
- 2025-05-21
CLI bond calculator that computes bond YTM, price, duration, and convexity.
- Language
- Python
- Stars
- 30
- Forks
- 12
- Licence
- MIT
- Latest push
- 2022-02-17
Graphical wrapper over LSEG's Open Source Risk Engine (ORE).
- Language
- C++
- Stars
- 30
- Forks
- 7
- Licence
- GPL-3.0
- Latest push
- 2026-11-05
KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@
- Language
- Jupyter Notebook
- Stars
- 29
- Forks
- 6
- Latest push
- 2022-04-22
using the Inverse-Transform method to speed up options pricing simulations in R
- Language
- HTML
- Stars
- 28
- Forks
- 11
- Licence
- MIT
- Latest push
- 2026-03-20
Quantitative finance library in Rust for derivatives pricing, curve bootstrapping, risk factor simulations, and XVA, all with AD support.
- Language
- Rust
- Stars
- 28
- Forks
- 4
- Licence
- MIT
- Latest push
- 2026-11-02
AAD enabled and scripting included derivatives modeling.
- Language
- C++
- Stars
- 27
- Forks
- 7
- Licence
- MIT
- Latest push
- 2026-11-02
RustyQlib: A quant library for derivative pricing and quantitative finance
- Language
- Rust
- Stars
- 27
- Forks
- 4
- Licence
- MIT
- Latest push
- 2026-09-29
A Python Script To Fetch The Government Securities T-Bills Interest Rates From RBI Website.
- Language
- Python
- Stars
- 26
- Forks
- 9
- Licence
- MIT
- Latest push
- 2025-02-05
modeling FICC market with QuantLib
- Language
- Jupyter Notebook
- Stars
- 25
- Forks
- 7
- Latest push
- 2026-09-19
Implementation of option pricing models using Numba that performs better. This entire project has utilized as little libraries as possible, even though certain models have their own Machine Learning…
- Language
- Python
- Stars
- 20
- Forks
- 8
- Licence
- BSD-3-Clause
- Latest push
- 2022-09-15