derivatives topic

List derivatives repositories

ukupgrade

89
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35
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Upgrade latest kernel automatically for Ubuntu and derivatives such as Linux Mint. :runner:

Sword

29
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2
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Sword — A financial derivative language for the blockchain

Python-NSE-Option-Chain-Analyzer

380
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The NSE has a website which displays the option chain in near real-time. This program retrieves this data from the NSE site and then generates useful analysis of the Option Chain for the specified Ind...

casadi

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CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-c...

Strata

823
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273
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Open source analytics and market risk library from OpenGamma

trading-server

617
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119
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Multi-asset, multi-strategy, event-driven trading platform for running low to medium freq strategies at many venues simultaneously with portfolio-based risk management and %-per-strategy capital alloc...

synthetix

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Synthetix Solidity smart contracts

FinancePy

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295
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A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

pyOptionPricing

273
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28
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Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

optlib

597
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80
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A library for financial options pricing written in Python.