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quantdsl
Domain-specific language for valuing financial contracts in Python
What it is
A domain-specific language in Python for quantitative analytics in finance and trading. Contracts are written as declarative code, and the library evaluates them, including Monte Carlo simulation, to produce valuations. Quant developers and researchers who need to model and price complex contracts in Python are the target audience. Learning a new contract language takes time, and the approach pays off mainly when many bespoke contracts must be valued.
At a glance
Research onlyOur rating, based on popularity, maintenance and how ready it is for real use.
| Best for | Developers |
|---|---|
| Used for | Strategy research, Data analysis |
| Markets | Multi-market |
| Stack | Python |
| Learning curve | Steep learning curve |
| Practical value | Low practical value |
| Cost | Free and open source |
| Hardware | No GPU needed |
| Maintenance | No commits in over six months |
GitHub stars, last 30 days
Daily snapshots since 2026-09-28 (up to 30 days): +2 over the period, now 386. Gaps mean no snapshot was taken that day.
Domain specific language for quantitative analytics in finance and trading.
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