RiskQuantLib is a derivative of Quantlib, a famous quantitative library of financial engineering. Unlike QuantLib, RiskQuantLib is a scaffolding of financial analysis.

Documentation for QuantLib-Python

FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.

Quantlib usage to measure a bond Value at Risk (VaR) using Cash Flow Mapping

Jupyter notebooks que acompanham o livro "Modelos de Volatilidade para Derivativos"

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python

Resources for Quantitative Finance

An opinionated list of awesome Python frameworks, libraries, software and resources.