financialkit

Quantitative-finance toolkit: time value of money, fixed income, option pricing (closed form, trees, Monte Carlo, PDE, FFT), exotic options, stochastic volatility, interest-rate and credit models, portfolio optimization, asset pricing, risk, financial time series, and market microstructure -- built on numpy/scipy, hand-rolling algorithms only where no library equivalent exists.

financialkit has been downloaded 330 times in total on PyPI, including 330 in the last 30 days. The latest version is 0.1.0, released Oct 10, 2026. It is distributed under the MIT license.