#Options-pricing
Showing 18 of 18 repositories tagged #options-pricing, ranked by stars
Financial Derivatives Calculator with 171+ Models (Options Calculator)
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.
Backtesting framework for modern option strategies
A software to shortlist and find the best options spread available for a given stock and help it visualise using payoff graphs.
Real-time & historical data API for US stocks and options
Official MCP server for Paper's trading platform - enables AI assistants to interact with Paper's API
Options P/L in React
RustyQlib: A quant library for derivative pricing and quantitative finance
Cornell Quant Fund 2022 Trading competition Options Case winner
Derivatives pricing in modern C++.
Option price calculation based on Black Scholes equation
exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical methods.
EcoFin is a quantitative economic library
options market making engine in C++20 — SVI vol surface, Black-Scholes pricing, lock-free SPSC queues, delta hedging, and real-time PnL attribution.
Low-latency options pricing engine in Rust. BSM, Black-76, Heston, Bates (stochastic vol + jumps), Local Vol (Dupire). Analytic Greeks, fast IV solver (Halley), monotone cubic spline surfaces. Parallel batch pricing via Rayon.
A high-performance, modular options trading platform for the Indian market NSE/BSE, built in Python. Features event-driven backtesting, paper trading via Zerodha Kite API, and live execution capabilities for algorithmic strategies. Designed for speed, reliability, and extensibility.
Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters
"Structured Products in Python" project from Paris-Dauphine University lecture. This project is aimed to create a pricing engine for derivatives and structured products