Open-source alternatives to QuantLib.jl

This is a quantitative finance library built on TensorFlow for financial engineering, asset pricing, and risk management. It serves as a financial derivative pricing engine, a model calibration tool, and a hardware-accelerated math library for numerical tasks. The library provides specialized capabilities for pricing financial assets using standard models and American option logic, as well as calibrating pricing models to market data through local volatility. It includes tools for constructing yield curves via bootstrapping algorithms and monotone convex interpolation. The framework covers a

ffn - a financial function library for Python

Fast, easy automatic differentiation in C++

QuantLib with AAD

QLNet C# Library

credule

quant finance in pure haskell

Toolkit for integration and analysis

Scala Quantitative Finance Library

QoX is a fast and accurate quant library written in Rust, designed to work in production environments. These samples demonstrate its performance and ease of use.

Python implementation of the R package fOptions for use in energy trading. Changes include coverting the package to OOP as well as Finite Difference Methods for Option greeks for all Options.

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.

Kelly Criterion calculation

Riskfolio-Lib is a Python portfolio optimization library and convex risk management tool. It provides a framework for calculating optimal asset allocations using convex risk measures and mathematical programming solvers, supporting linear, quadratic, and semidefinite programming. The library features a hierarchical risk parity framework and financial asset clustering tools to group similar instruments and improve diversification. It includes a portfolio backtesting engine for simulating investment strategies using historical data and cross-validation. The system covers a broad range of quant

A JavaScript library for common financial calculations

A Julia package for quantitative finance

A library for financial options pricing written in Python.

Applications of Monte Carlo methods to financial engineering projects, in Python.

Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.

Package for time value of money calculation, time series analysis and computational finance

Mathematical Finance Library: Algorithms and methodologies related to mathematical finance.

Python SDK for the FlashAlpha options analytics API — live options screener, gamma exposure (GEX), DEX/VEX/CHEX, options flow, 0DTE, VRP, volatility surfaces, greeks

Manipulates Stock / ETF Data

TA-lib bindings for Rust

Rust library for quantitative finance.