https://github.com/quantmind/quantflow

Quantitative finance and derivative pricing
https://github.com/quantmind/quantflow

cox-ingersoll-ross finance fourier-transform heston-model option-pricing quantitative-finance stochastic-processes stochastic-volatility-models

Last synced: 28 days ago
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Quantitative finance and derivative pricing

• Host: GitHub
• URL: https://github.com/quantmind/quantflow
• Owner: quantmind
• License: bsd-3-clause
• Created: 2014-01-08T17:06:24.000Z (about 12 years ago)
• Default Branch: main
• Last Pushed: 2025-11-29T18:06:01.000Z (2 months ago)
• Last Synced: 2025-12-01T18:57:10.427Z (2 months ago)
• Topics: cox-ingersoll-ross, finance, fourier-transform, heston-model, option-pricing, quantitative-finance, stochastic-processes, stochastic-volatility-models
• Language: Python
• Homepage: https://quantflow.quantmind.com
• Size: 6.33 MB
• Stars: 22
• Watchers: 0
• Forks: 3
• Open Issues: 1
• Metadata Files:
  • Readme: readme.md
  • License: LICENSE
  • Citation: CITATION.cff

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# 

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Quantitative analysis and pricing tools.

Documentation is available as [quantflow jupyter book](https://quantflow.quantmind.com).

## Installation

```bash

pip install quantflow

```

![btcvol](https://github.com/quantmind/quantflow/assets/144320/88ed85d1-c3c5-489c-ac07-21b036593214)

## Modules

* [quantflow.cli](https://github.com/quantmind/quantflow/tree/main/quantflow/cli) command line client (requires `quantflow[cli,data]`)

* [quantflow.data](https://github.com/quantmind/quantflow/tree/main/quantflow/data) data APIs (requires `quantflow[data]`)

* [quantflow.options](https://github.com/quantmind/quantflow/tree/main/quantflow/options) option pricing and calibration

* [quantflow.sp](https://github.com/quantmind/quantflow/tree/main/quantflow/sp) stochastic process primitives

* [quantflow.ta](https://github.com/quantmind/quantflow/tree/main/quantflow/ta) timeseries analysis tools

* [quantflow.utils](https://github.com/quantmind/quantflow/tree/main/quantflow/utils) utilities and helpers

## Command line tools

The command line tools are available when installing with the extra `cli` and `data` dependencies.

```bash

pip install quantflow[cli,data]

```

It is possible to use the command line tool `qf` to download data and run pricing and calibration scripts.