fypy - 一个香草和奇异期权定价库，用于支持量化研发

fypy - 一个香草和奇异期权定价库，用于支持量化研发

github.com

GitHub - jkirkby3/fypy: Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data.
Vanilla and exotic option pricing library to support quantitative R&D. Focus on pricing interesting/useful models and contracts (including and beyond Black-Scholes), as well as calibration of financial models to market data. - jkirkby3/fypy
- fypy - 一个香草和奇异期权定价库，用于支持量化研发。专注于定价有趣的/有用的模型和合约（包括但不限于 Black-Scholes），以及将金融模型校准到市场数据。