FinancePy
A Python library for pricing and risk management of financial derivatives including fixed-income, equity, FX, and credit derivatives.
What is FinancePy?
FinancePy is a Python library focused on pricing and risk management of financial derivatives across asset classes including fixed-income, equity, FX, and credit. It provides a comprehensive set of tools for valuing complex instruments like options, swaps, bonds, and credit default swaps, with performance optimized through Numba compilation.
Quantitative analysts, traders, risk managers, portfolio managers, academics, and students who need to price, risk-manage, or research financial derivatives using Python.
Developers choose FinancePy because it offers a complete, product-oriented Python library with C++-like performance via Numba, eliminating the need to switch between multiple tools or languages for derivative pricing and risk analysis.
Overview
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Use Cases
Best For
- Pricing equity options and exotic derivatives like barrier options
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