Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Starting, Step, Fader

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.

A set of utilities for working with Google Video APIs.

YouTube client built with Vue, demonstrating SABR playback via YouTube.js & googlevideo

Production-quality volatility surface library for Rust

Package for option pricing and volatility calibration for index (and FX) options

SABR NelderMead volatility

YouTube broke your downloads. We fixed it. Permanently. SABR quality fix + bot detection bypass + cloud deployment guide. Battle-tested in production.

Open source collection of baseball datasets

Fit implied vol curves to option prices using SVI and SABR

Volatility surface modelling library

led-sequence in imx6qdl-sabresd

Multi-asset option pricing toolkit using SABR volatility model and t-Copula dependency. Includes SABR calibration with robust loss, copula fitting & model selection, and pricing of basket, range accrual, and snowball structures with Greeks analysis.

VolSplinesLib is a Python library for interpolating implied volatility surfaces using various volatility models. The library provides tools for fitting and interpolating models to market data, supporting popular methods like RFV, SLV, SABR, and SVI.

Institutional-grade derivatives pricing and risk. Open source. IRS · Swaptions · XVA · SABR vol surface · Joint rate+vol scenarios.

Volatility surface interpolation library — SVI/SSVI/SABR parametrization, arbitrage-free checks, term structure models

SABR/SABR-LMM model calibration toolkit in Python — FX vol surface fitting, Hagan approximation, SciPy optimizer

Official Python SDK for the CryptoVol API — institutional-grade crypto implied volatility data (BTC, ETH, SOL, XRP, AVAX, TRX)

Volatility smile analysis using Black-Scholes and SABR models on real SPY options market data.