Open source analytics and market risk library from OpenGamma
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Derivatives GitHub Repositories (2026) · Open Source Tools
Discover the best Derivatives open source repositories on GitHub. Explore trending tools, live star counts, source code, and developer projects updated daily.
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5 matching projects · updated Nov 12, 2026
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A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
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The fastest automatic differentiation library for C++, with Python bindings. Forward, adjoint and higher-order derivatives, checkpointing, Eigen support and JIT. Reproducible benchmarks against CppAD, Adept and autodiff.
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CasADi is a symbolic framework for numeric optimization implementing automatic differentiation in forward and reverse modes on sparse matrix-valued computational graphs. It supports self-contained C-code generation and interfaces state-of-the-art codes such as SUNDIALS, IPOPT etc. It can be used from C++, Python, Matlab/Octave, Julia or Javascript
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:coffee: Symja - computer algebra language & symbolic math library. A collection of popular algorithms implemented in pure Java.
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