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autocall

Here are 3 public repositories matching this topic...

xurendong / derivx

DerivX Core Library

options vanilla digital stochastic derivatives futures barrier autocall derivatives-pricing

Updated Sep 12, 2024
Python

universal-exchange / DerivX

Derivatives Pricing Service Plugins

vanilla digital pricing stochastic derivatives option futures barrier autocall

Updated Apr 2, 2026
Python

mboumezou / autocall-athena-pricer

Monte Carlo pricer for Athena structured products using local volatility and CIR interest rate models.

athena monte-carlo pricing autocall structured-products volatility-modeling

Updated Nov 10, 2025
Python

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