Quantitative finance library for Rust (Beta)

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Project description

📈 qox – High-Performance Quant Library (Rust-powered, Python API)

qox is a high-performance quantitative finance library written in Rust with a clean and expressive Python interface. It is designed for fast, flexible derivatives pricing with support for analytic and finite difference approaches.

🚀 Features

⚡ Rust-powered performance with Python usability
📊 Option pricing engine (European & American)
🧠 Automatic method selection
- Analytic methods where available
- Finite Difference Method (FDM) for American puts by default
⚙️ Configurable numerical methods
📉 Greeks calculation
- Delta, Gamma, Theta
- Vega and Rho (when applicable)

📦 Installation

pip install qox

📄 License

MIT License

Project details

These details have not been verified by PyPI

Release history Release notifications | RSS feed

0.2.0

Jun 11, 2026

0.1.1

Apr 22, 2026

0.1.0

Apr 16, 2026

0.1.0rc4 pre-release

Apr 16, 2026

0.1.0rc3 pre-release

Apr 16, 2026

0.1.0rc2 pre-release

Apr 16, 2026

0.1.0rc1 pre-release

Apr 12, 2026

0.0.1b4 pre-release

Apr 7, 2026

This version

0.0.1b3 pre-release

Apr 6, 2026

0.0.1b2 pre-release

Apr 5, 2026

0.0.1b0 pre-release

Apr 3, 2026

0.0.1a0 pre-release

Mar 8, 2026

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📈 qox – High-Performance Quant Library (Rust-powered, Python API)

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