Quantsbin

Option pricing and derivatives analytics in Python: Black-Scholes, binomial, Monte Carlo, greeks, strategies

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Access: Self-install; Runs in your environment
Latest code update: Oct 28; Active repository
Latest version: 1.0.3; Fixed unittest and updated dependencies. · May 24, 2021
Contributors: 4; Forks 91
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Commercial use, modification/redistribution, source obligations, and key conditions of common licenses. Names link to official texts.
License · original	Commercial use	Modification / redistribution	Source obligations	Key conditions
MIT ↗	Allowed	Allowed	No source distribution obligation	Keep copyright and permission notices in copies/substantial portions
Apache-2.0 ↗	Allowed	Allowed	No source distribution obligation	Keep license, relevant notices and NOTICE; mark modifications. Includes patent grants and termination on patent litigation
BSD-2-Clause ↗	Allowed	Allowed	No source distribution obligation	Keep copyright, conditions and disclaimers in source or binary documentation/materials
BSD-3-Clause ↗	Allowed	Allowed	No source distribution obligation	BSD-2 terms, plus no use of copyright holder/contributor names for endorsement without permission
ISC ↗	Allowed	Allowed	No source distribution obligation	Keep copyright and permission notices in all copies
GPL-2.0 ↗	Allowed	Allowed under GPL terms	Provide corresponding source for the program/derivatives when distributing	Distribute under GPL; keep copyright, license and change notices. Mere aggregation is excluded
GPL-3.0 ↗	Allowed	Allowed under GPL terms	Provide corresponding source for the program/derivatives when distributing	Distribute under GPL; retain notices and mark modifications. Patent terms; provide modified-version installation information for covered consumer products
LGPL-2.1 ↗	Allowed	Allowed under LGPL terms	Provide source for the library/modifications when distributing the library	Apps may link under other licenses; allow library replacement/relinking and reverse engineering to debug modifications
LGPL-3.0 ↗	Allowed	Allowed under LGPL terms	Provide source for the library/modifications when distributing the library	Apps may link under other licenses; ensure replacement, relinking and reverse engineering for debugging modifications; provide installation information for covered products
MPL-2.0 ↗	Allowed	Allowed under MPL terms	Provide source for MPL-covered files and modifications when distributing	Retain MPL and notices at file level; separate files without MPL code may use other licenses
AGPL-3.0 ↗	Allowed	Allowed under AGPL terms	Provide corresponding source when distributing; offer remote users of modified versions free source access	Distribution terms similar to GPL-3.0, plus source-access instructions for network users of modified programs
Unlicense ↗	Allowed	Allowed	No source distribution obligation	Dedicate copyright to the public domain; check the original and limits permitted by law
CC0-1.0 ↗	Allowed	Allowed	No source distribution obligation	Waive copyright and related rights, with fallback permission if ineffective; excludes patents and trademarks

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May 24, 2021Fixed unittest and updated dependencies.GitHub release ↗
Jul 8, 2018Tested First releaseGitHub release ↗
Jul 5, 2018First releaseGitHub release ↗

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Commercial use, modification/redistribution, source obligations, and key conditions of common licenses. Names link to official texts.
License · original	Commercial use	Modification / redistribution	Source obligations	Key conditions
MIT ↗	Allowed	Allowed	No source distribution obligation	Keep copyright and permission notices in copies/substantial portions
Apache-2.0 ↗	Allowed	Allowed	No source distribution obligation	Keep license, relevant notices and NOTICE; mark modifications. Includes patent grants and termination on patent litigation
BSD-2-Clause ↗	Allowed	Allowed	No source distribution obligation	Keep copyright, conditions and disclaimers in source or binary documentation/materials
BSD-3-Clause ↗	Allowed	Allowed	No source distribution obligation	BSD-2 terms, plus no use of copyright holder/contributor names for endorsement without permission
ISC ↗	Allowed	Allowed	No source distribution obligation	Keep copyright and permission notices in all copies
GPL-2.0 ↗	Allowed	Allowed under GPL terms	Provide corresponding source for the program/derivatives when distributing	Distribute under GPL; keep copyright, license and change notices. Mere aggregation is excluded
GPL-3.0 ↗	Allowed	Allowed under GPL terms	Provide corresponding source for the program/derivatives when distributing	Distribute under GPL; retain notices and mark modifications. Patent terms; provide modified-version installation information for covered consumer products
LGPL-2.1 ↗	Allowed	Allowed under LGPL terms	Provide source for the library/modifications when distributing the library	Apps may link under other licenses; allow library replacement/relinking and reverse engineering to debug modifications
LGPL-3.0 ↗	Allowed	Allowed under LGPL terms	Provide source for the library/modifications when distributing the library	Apps may link under other licenses; ensure replacement, relinking and reverse engineering for debugging modifications; provide installation information for covered products
MPL-2.0 ↗	Allowed	Allowed under MPL terms	Provide source for MPL-covered files and modifications when distributing	Retain MPL and notices at file level; separate files without MPL code may use other licenses
AGPL-3.0 ↗	Allowed	Allowed under AGPL terms	Provide corresponding source when distributing; offer remote users of modified versions free source access	Distribution terms similar to GPL-3.0, plus source-access instructions for network users of modified programs
Unlicense ↗	Allowed	Allowed	No source distribution obligation	Dedicate copyright to the public domain; check the original and limits permitted by law
CC0-1.0 ↗	Allowed	Allowed	No source distribution obligation	Waive copyright and related rights, with fallback permission if ineffective; excludes patents and trademarks

Quantsbin

Open source library for finance.

Revival in progress (2026). Quantsbin is being modernised: a 1.1 release with bug fixes and modern packaging comes first, followed by Quantsbin 2.0 (typed, differentiable pricing with Monte Carlo, volatility and fixed income modules). Follow progress in issues and pull requests.

Quantsbin 1.0.3, 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 1.0.3 includes

Option payoff, premium and greeks calculation for vanilla options on Equity, FX, Commodity and Futures.
Capability to calculate greeks numerically for all models and also analytically for Black Scholes Model.
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.
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.
Implied volatility calculation under BSM framework model.
Option to create user defined or standard strategies using multiple single underlying options and directly generate and plot valuation and greeks for these strategies.

License

MIT License

Installation

Requires Python 3.12 or newer.

pip install quantsbin

Dependencies (installed automatically): numpy >= 1.26, scipy >= 1.11.2, pandas >= 2.1.1, matplotlib >= 3.8.

Install from source with uv:

git clone https://github.com/JasGujral/Quantsbin.git
cd Quantsbin
uv sync

Examples

See examples/quickstart.py for pricing, greeks, strategies and plotting.

Contributing

See CONTRIBUTING.md. Changes are tracked in CHANGELOG.md.

Note

Full documentation is being rebuilt as part of the 2.0 work.

Read the full README ↗

README

Quantsbin

Open source library for finance.

Revival in progress (2026). Quantsbin is being modernised: a 1.1 release with bug fixes and modern packaging comes first, followed by Quantsbin 2.0 (typed, differentiable pricing with Monte Carlo, volatility and fixed income modules). Follow progress in issues and pull requests.

Quantsbin 1.0.3 includes

Option payoff, premium and greeks calculation for vanilla options on Equity, FX, Commodity and Futures.
Capability to calculate greeks numerically for all models and also analytically for Black Scholes Model.
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.
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.
Implied volatility calculation under BSM framework model.
Option to create user defined or standard strategies using multiple single underlying options and directly generate and plot valuation and greeks for these strategies.

License

MIT License

Installation

Requires Python 3.12 or newer.

pip install quantsbin

Dependencies (installed automatically): numpy >= 1.26, scipy >= 1.11.2, pandas >= 2.1.1, matplotlib >= 3.8.

Install from source with uv:

git clone https://github.com/JasGujral/Quantsbin.git
cd Quantsbin
uv sync

Examples

See examples/quickstart.py for pricing, greeks, strategies and plotting.

Contributing

See CONTRIBUTING.md. Changes are tracked in CHANGELOG.md.

Note

Full documentation is being rebuilt as part of the 2.0 work.

Read the full README ↗

Quantsbin

License information

Information shown for this project

Common license comparison

Languages

Updates3 updates

Comments

Quantsbin

License information

Information shown for this project

Common license comparison

Languages

Updates3 updates

Comments

Do you operate this project?

Introduction

README

Quantsbin

Quantsbin 1.0.3 includes

License

Installation

Examples

Contributing

Note

README

README

Quantsbin

Quantsbin 1.0.3 includes

License

Installation

Examples

Contributing

Note

Quantsbin

Languages

Updates3 updates

Comments

Trending in Developer tools

Quantsbin

Languages

Updates3 updates

Comments

Trending in Developer tools

Do you operate this project?

Introduction

README

Quantsbin

Quantsbin 1.0.3 includes

License

Installation

Examples

Contributing

Note

README

README

Quantsbin

Quantsbin 1.0.3 includes

License

Installation

Examples

Contributing

Note