DX ANALYTICS

DX Analytics is a Python-based financial analytics library that mainly implements what is sometimes called the global valuation of (complex portfolios of) derivatives instruments... In addition, DX Analytics provides a number of other classes and functions useful for financial analytics, like a class for mean-variance portfolio analysis or a class to model interest-rate swaps. However, the focus lies on the modeling and valuation of complex derivatives instruments and portfolios composed thereof by Monte Carlo simulation.

Also known as: The Python Quants, The Python Quants GmbH