How this analysis was created: This summary and feature list were written by an AI model that read the project's README and public documentation pages. Each feature links to the documentation it came from; stars, license and language come straight from the GitHub API. The model does not read the source code, and the analysis is refreshed when the project is re-analysed. Learn more on our About page.
QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial calculations and simulations. It serves as a framework for quantitative finance modeling and trading risk management, providing the tools necessary to calculate fair values and risk metrics for diverse financial assets. The project focuses on financial instrument modeling and the evaluation of potential losses and exposure levels to inform portfolio management decisions. It provides a system for modeling financial instruments and managing trading risk through quantitative mathematical m
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.
python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), DEX/VEX/CHEX, options flow, 0DTE, VRP, volatility surfaces, greeks
The main features of flashalpha-lab/flashalpha-python are: Financial Instruments and Pricing.
Open-source alternatives to flashalpha-lab/flashalpha-python include: lballabio/quantlib — QuantLib is a quantitative finance library and analysis engine built in C++ for executing complex financial… artyyouth/r-quant — R code for quantitative analysis in finance. attack68/rateslib — A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS),… avhz/rustquant — Rust library for quantitative finance. aviks/ito.jl — A Julia package for quantitative finance. alpha-miner/finance-python — python tools for Finance with the functionality of indicator calculation, business day calculation and so on.
