domokane/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives. observed · 2026-08-28
Health v2 · maintenance only
99/100
- Activity 99
- Release rhythm 98
- Longevity 100
How is this computed?
round(0.45*activity + 0.35*rhythm + 0.20*longevity); archived -> min(score, 10) — computed 2026-09-02. Adoption (stars, forks) is never an input.
- gap_med: 7.0
- age_days: 2502
- days_rel: 12
- days_push: 11
- n_releases_24m: 3
Adoption not part of the score
3113 stars · 431 forks observed · 2026-08-28
What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded
FinancePy is a Python library for pricing and risk-managing financial derivatives across fixed-income, equity, FX, and credit asset classes. It provides market curve and volatility surface objects, pricing models (Black-Scholes, Bachelier, Vasicek, etc.), product modules, and date/schedule utilities, accelerated with Numba.
Use cases
- price equity and fx options in python
- value bonds and fixed income instruments
- price credit default swaps
- compute derivative risk metrics
- build interest rate curves and volatility surfaces
- learn quantitative finance pricing models
When to choose
- you need a pure-Python toolkit for pricing options, bonds, swaps, or CDS
- you want fast, Numba-accelerated pricing models with many worked notebook examples
- you are a student or quant prototyping valuation and risk workflows
When to avoid
- you need production-grade, vendor-supported derivatives pricing with regulatory compliance
- you require live market data feeds or broker connectivity (the library does not provide these)
- you need portfolio backtesting or trading execution frameworks
Facets
library · maturity active
math data-science trading fintech data-science mathematics python cross-platform quantitative-finance derivatives-pricing fixed-income risk-management numba options-pricing credit-derivatives financial-modeling
2 sources
- readme: https://github.com/domokane/FinancePy · fetched 2026-08-28 · 46d786ff373d
- registry_pypi: https://pypi.org/pypi/financepy/json · fetched 2026-08-29 · 0005e5f88b66
Member repositories
| Repository | Role | Health v2 |
|---|---|---|
| domokane/FinancePy | main | 99 |
For agents
markdown · JSON · MCP: product_card(name="domokane/FinancePy")
Data as of 2026-08-30T08:39:29.467469+00:00 · Report a problem