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Add Pyderivatives to Financial Instruments and Pricing section

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Adds a toolkit for option pricing, implied volatility surfaces, risk-neutral
densities, and pricing kernel surfaces with support for advanced models.

Co-Authored-By: Claude Haiku 4.5 <noreply@anthropic.com>
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Wilson Freitas
2026-03-23 07:12:24 -03:00
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@@ -69,6 +69,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [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.
- [Pyderivatives](https://github.com/Julian-Beatty/Pyderivatives) - Toolkit for option pricing, implied volatility surfaces, risk-neutral densities, and pricing kernel surfaces with support for advanced models including Heston, Kou, and Bates.
- [quantra](https://github.com/joseprupi/quantraserver) High-performance pricing engine built on QuantLib. It exposes QuantLib's functionality through gRPC and REST APIs, enabling distributed computations with FlatBuffers serialization.
- [optionlab](https://github.com/rgaveiga/optionlab) - A Python library for evaluating option trading strategies.