#

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

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

universal-exchange / DerivX

Derivatives Pricing Service Plugins

vanilla digital pricing stochastic derivatives option futures barrier autocall

Updated Sep 15, 2025
Python

Improve this page

Add a description, image, and links to the autocall topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the autocall topic, visit your repo's landing page and select "manage topics."