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FinancePy
Python library for pricing and risk-managing financial derivatives
What it is
A Python finance library focused on the pricing and risk management of financial derivatives, covering fixed income, equity, FX and credit products. It provides market objects for interest rate and volatility term structures, mathematical pricing models, and product modules organised by asset class, plus utilities for dates, day counts and schedule generation. Quantitative finance practitioners with Python skills can get started quickly through ready-to-run scripts, interactive Jupyter notebooks and API documentation. The library is distributed free and without any warranty, so users rely on community contributions and issue reports rather than commercial support.
At a glance
Worth watchingOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Data analysis, Strategy research |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Moderate learning curve |
| Practical value | Medium practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | Last commit 7 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-12 (up to 30 days): +29 over the period, now 3,173. Gaps mean no snapshot was taken that day.
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
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