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finoptions
Python port of the R option pricing package fOptions
What it is
A Python implementation of the R package fOptions, with part of fExoticOptions also ported, for pricing various options. It brings a wide set of vanilla and some exotic option pricing functions into Python. Developers and finance professionals who know the R packages or need these models in Python are the target users. Coverage of exotic options is partial, so check that the specific payoff you need is implemented.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Professional quants |
|---|---|
| Used for | Strategy research, Data analysis |
| 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 31 days ago |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): +5 over the period, now 305. Gaps mean no snapshot was taken that day.
Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.
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