Skip to main content

Quantitative Finance Tools

Project description


Open source library for finance.

Quantsbin 1.0.2, which started as a weekend project is currently in its initial phase and incorporates tools for pricing and plotting of vanilla option prices, greeks and various other analysis around them. We are working on optimising calculations and expanding the scope of library in multiple directions for future releases.

Quantsbin 1.0.2 includes

  1. Option payoff, premium and greeks calculation for vanilla options on Equity, FX, Commodity and Futures.
  2. Capability to calculate greeks numerically for all models and also analytically for Black Scholes Model.
  3. Price vanilla options with European expiry using BSM, Binomial tree and MonteCarlo with option to incorporate continuous compounded dividend yield for Equity options, cost and convenience yield for Commodity options and local and foreign risk-free rate in case of FX options. It also allows option to give discrete dividends in cased of Equity options.
  4. Price vanilla options with American expiry using Binomial tree and MonteCarlo(Longstaff Schwartz) method. There is option to provide discrete dividends for Equity options for both the models.
  5. Implied volatility calculation under BSM framework model.
  6. Option to create user defined or standard strategies using multiple single underlying options and directly generate and plot valuation and greeks for these strategies.



Dependencies and Installation details


Install using

>>> python install

Install using pip:

>>> pip install quantsbin

Detailed documentation

Refer to our Documentation page

Our Website

For collaboration and suggestion reach us at Quantsbin


Refer to our Tutorial page


For Quantsbin 1.0.2 testing and documentation are still WIP.

Project details

Download files

Download the file for your platform. If you're not sure which to choose, learn more about installing packages.

Files for Quantsbin, version 1.0.2
Filename, size File type Python version Upload date Hashes
Filename, size Quantsbin-1.0.2-py3-none-any.whl (18.4 kB) File type Wheel Python version py3 Upload date Hashes View hashes

Supported by

Elastic Elastic Search Pingdom Pingdom Monitoring Google Google BigQuery Sentry Sentry Error logging AWS AWS Cloud computing DataDog DataDog Monitoring Fastly Fastly CDN SignalFx SignalFx Supporter DigiCert DigiCert EV certificate StatusPage StatusPage Status page