From 6d8b884f8cfd7a695390772d4dd60addb32ef813 Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Mon, 23 Mar 2026 07:12:24 -0300 Subject: [PATCH] Add Pyderivatives to Financial Instruments and Pricing section 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 --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 419eeec..6ea55f9 100644 --- a/README.md +++ b/README.md @@ -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.