| Name | Version | Summary | date |
| qanalytics-win64 |
0.5.7 |
Design and manage your financial derivatives |
2024-09-28 15:13:34 |
| qanalytics |
0.5.5 |
Design and manage your financial derivatives |
2024-09-28 15:08:36 |
| rateslib |
1.5.0 |
A fixed income library for trading interest rates |
2024-09-25 16:30:25 |
| bbstrader |
0.1.9 |
Simplified Investment & Trading Toolkit |
2024-09-21 12:35:14 |
| pyMOTO |
1.4.0 |
A modular approach for topology optimization |
2024-09-05 20:00:14 |
| backtest-pro |
0.1.3 |
A feature-rich event driven backtesting framework |
2024-08-08 20:37:35 |
| deep-hedging |
1.8 |
Hedging Derivatives Under Incomplete Markets with Deep Learning |
2024-07-24 20:01:31 |
| uncertainties |
3.2.2 |
calculations with values with uncertainties, error propagation |
2024-07-07 22:37:06 |
| Uncertainties-Pandas |
0.1.2 |
Extend Pandas with uncertainties |
2024-07-07 14:04:09 |
| financepy |
0.360 |
A Finance Securities Valuation Library |
2024-05-01 13:48:30 |
| QuantLib-Risks |
1.33.3 |
Fast risks calculations in QuantLib |
2024-04-04 15:47:56 |
| ReferenceDataAccess |
0.1.1 |
A python library to easily fetch reference data from RduAccess and integrate it with your python application |
2024-04-01 14:54:44 |
| xad-autodiff |
1.5.0 |
High-Performance Automatic Differentiation for Python |
2024-03-25 08:40:26 |