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Add vanna to Pricing (#175)

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Krishna Anubhav
2026-09-29 21:17:15 +01:00
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@@ -347,6 +347,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a
- [FinancePy](https://github.com/domokane/FinancePy) | `Python` | - A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
- [tf-quant-finance](https://github.com/google/tf-quant-finance) - High-performance TensorFlow library for quantitative finance from Google
- [vollib](https://github.com/vollib/vollib) | `Python` | - Fundamentally a swig/python wrapper around Peter Jaeckel's lets_be_rational. lets_be_rational focuses exclusively on Black76, while Vollib extends this to add support for Black-Scholes and Black-Scholes-Merton.
- [vanna](https://github.com/heykav/vanna) | `Python` | - Black-Scholes and CRR-binomial options pricing with Greek-attributed P&L: every trade decomposed into delta/gamma/theta/vega/vanna/volga via a second-order Taylor expansion, with Greeks cross-checked against finite differences and a live in-browser demo running the real engine via Pyodide.
### Risk