# jkirkby3/fypy

<https://repo.masters-masters.com/en/repos/jkirkby3/fypy>

[Home](https://repo.masters-masters.com/en) › [jkirkby3](https://repo.masters-masters.com/en/owners/jkirkby3) › [fypy](https://repo.masters-masters.com/en/repos/jkirkby3/fypy)

jkirkby3/fypy has 150 stars on GitHub. Its RepoMasters card: Prototype tier. Vanilla and exotic option pricing library to support quantitative R&D. Focus on…

| Field | Value |
| --- | --- |
| Owner | [jkirkby3](https://repo.masters-masters.com/en/owners/jkirkby3) |
| Stars | 150 |
| Forks | 31 |
| Language | [Python](https://repo.masters-masters.com/en/languages/python) |
| License | MIT |
| Created | 2021 |
| Topics | option-pricing, black-scholes, levy-processes, calibration, fourier, quantitative-finance, pricing, levy, options-pricing, finance |
| Tier | [Prototype (100 to 249 ★)](https://repo.masters-masters.com/en/ranks/rush) |
| View on GitHub | [jkirkby3/fypy](https://github.com/jkirkby3/fypy) |

## Repository

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.

The tier for repos with 100 to 249 ★. Published odds per card pulled: 70%. Rarity: Common.

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- [jkirkby3/PROJ\_Option\_Pricing\_Matlab · ★ 209 · MATLAB · Prototype](https://repo.masters-masters.com/en/repos/jkirkby3/PROJ_Option_Pricing_Matlab)

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