DerivX Core Library
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Updated
Sep 12, 2024 - Python
#
autocall
Here are 5 public repositories matching this topic...
Monte Carlo pricer for autocalls and worst-of autocalls, validated against QuantLib.
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Nov 5, 2026 - Jupyter Notebook
Derivatives Pricing Service Plugins
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Aug 12, 2026 - Python
Interactive Monte Carlo pricer for Athena autocalls with local volatility, CIR rates, sensitivities and backtesting.
python monte-carlo derivatives quantitative-finance autocall cir-model structured-products streamlit local-volatility
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Sep 8, 2026 - Python
Monte Carlo pricing of autocalls, reverse convertibles, shark notes and credit-linked notes, with autocall probabilities, coupon distributions and greeks
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Sep 21, 2026 - Python
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