PrototypeCommon
jkirkby3/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.
- Owner
- jkirkby3 (personal account)
- Stars
- Stars: 150
- Forks
- Forks: 31
- Language
- Python
- License
- MIT
- Created
- 2021
- Topics
- option-pricingblack-scholeslevy-processescalibrationfourierquantitative-financepricinglevyoptions-pricingfinance
- Tier
- Prototype (100 to 249 ★) What this tier means
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