Pricing Libraries

Lotus is a pricing and billing engine that enables SaaS companies to deploy, monitor, and experiment with custom subscriptions and complex models like usage-based pricing. Lotus provides a flexible a…

A Python library for mathematical finance. QFin is being reconstructed to leverage more principals of object-oriented programming. Several modules in this version are deprecated along with the solut…

A Python library for mathematical finance. QFin is being reconstructed to leverage more principals of object-oriented programming. Several modules in this version are deprecated along with the solut…

A Python library for mathematical finance. Theoretical options pricing for non-dividend paying stocks is available via the BlackScholesCall and BlackScholesPut classes. First-order and some second-or…

Here you find my IPython (Jupyter) notebooks from my blog (ipythonquant.wordpress.org). Feel free to download the samples and play around with them.

Implementation of pricing analytics and Monte Carlo simulations for modeling of options and implied volatilities. The StochVolPackage provides: For the analytic implementation of stochastic volatilit…