Reverse Dependencies of quantlib

The following projects have a declared dependency on quantlib:

• CurvyCUSIPs — UST Research Tools
• dsbundle — Streamline your data science setup with dsbundle in one effortless install.
• exotx — Python library for pricing autocallables
• fpql — A python package for financial instruments using QuantLib
• ibquant — A Python Framework for Interactive Brokers TWS API
• OptionQuant — A package for options trading strategies and analysis
• pfmath — no summary
• pydantic-quantlib — QuantLib Python Objects with Typing
• pyriskmgmt — The pyriskmgmt package is designed to offer a straightforward but comprehensive platform for risk assessment, targeting the calculation of Value at Risk (VaR) and Expected Shortfall (ES) across various financial instruments. While providing a solid foundation, the package also allows for more specialized development to meet users' specific investment strategies and risk requirements.
• QuantLib-Python — Backward-compatible meta-package for the QuantLib module
• RiskQuantLib — RiskQuantLib is a QuantLib derivative to evaluate risk.
• tastyworks-cli — An easy-to-use command line interface for Tastyworks!
• volatilipy — Wrappers around Quantlib and Pandas to faciliate the creation of volatility surfaces for equity option valuations