From 3825e7480981df8afad87fe606db015321044979 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Mon, 14 Oct 2024 06:07:59 -0300 Subject: [PATCH] Added fypy and PROJ_Option_Pricing_MATLAB Issue #189 --- README.md | 2 ++ 1 file changed, 2 insertions(+) diff --git a/README.md b/README.md index 417f68e..da6e654 100644 --- a/README.md +++ b/README.md @@ -67,6 +67,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Intrinsic-Value-Calculator](https://github.com/akashaero/Intrinsic-Value-Calculator) - A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis. - [Kelly-Criterion](https://github.com/deltaray-io/kelly-criterion) - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula. - [rateslib](https://github.com/attack68/rateslib) - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. +- [fypy](https://github.com/jkirkby3/fypy) - 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. ### Indicators @@ -393,6 +394,7 @@ date conversion, scaling factor values, and filtering by the specified date. ### FrameWorks - [QUANTAXIS](https://github.com/yutiansut/quantaxis) - Integrated Quantitative Toolbox with Matlab. +- [PROJ_Option_Pricing_Matlab](https://github.com/jkirkby3/PROJ_Option_Pricing_Matlab) - Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader ## Julia