From 5fc2cdaaa09ec2d2a6fbcfb7ea2f9e7a008dc4e2 Mon Sep 17 00:00:00 2001 From: Zhe Wang Date: Sat, 10 Jun 2023 12:28:33 +0100 Subject: [PATCH] add resources --- Readme.md | 1 + 1 file changed, 1 insertion(+) diff --git a/Readme.md b/Readme.md index fc1a206..6cca313 100644 --- a/Readme.md +++ b/Readme.md @@ -230,6 +230,7 @@ Note: the one marked as `Live Trading` has reasonable live trading support for a - [QuantLib.jl](https://github.com/pazzo83/QuantLib.jl) | `Julia` | - Quantlib implementation in pure Julia. - [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. ### Risk