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pyvar-derivatives
62 functions: BS/Heston/SABR/Dupire/LSM, exotic options, bonds, IRS/CDS, FX
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1 in the Claude listing
Pyvar derivatives
Activate for derivatives pricing: options (vanilla, exotic, stochastic vol), fixed income, yield curves, interest rate derivatives, short-rate models, FX derivatives, or any instrument valuation task.
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