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Added fypy and PROJ_Option_Pricing_MATLAB

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Issue #189
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Wilson Freitas
2024-10-14 06:07:59 -03:00
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README.md
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@@ -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