Top 22 derivatives open source projects

Financial derivatives modeling and pricing in Julia.

Sword — A financial derivative language for the blockchain

Оценка эффективности инвестиций с учетом комиссий, налогов (удержанных и ожидающихся), дивидендов и купонов.

Black Scholes Option Pricing calculator with Greeks and implied volatility computations. Geometric Brownian Motion simulator with payoff value diagram and volatility smile plots. Java GUI.

Uonfficial wrapper for financial data api from the Scandinavian broker Nordnet

SIREN Core Smart Contracts

FTX Exchange API wrapper in python3

Abstract operators for large scale optimization in Julia

Python Financial ENGineering (PyFENG package in PyPI.org)

Trade stocks and ETFs with free brokerage Robinhood and Perl

A Protocol for trading decentralized derivatives on Ethereum

Easily source publicly available data on derivatives

A library for financial options pricing written in Python.

Option trading platform on NSE (India) for Upstox

R package: Misc. Functions for Processing and Sample Selection of Spectroscopic Data

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

algebraic expressions parsing and evaluation through a property system based algorithm

ERC20-compatible Option Contracts

Financial Derivatives Calculator with 168+ Models (Options Calculator)

Causing: CAUsal INterpretation using Graphs

Trading API for Quedex Bitcoin Derivatives Exchange.