PyQuant can price bonds, swaps, interest rate, equity and credit derivatives. It is build on top of pandas, numpy and scipy and is relatively fast. Time critical components are written in Cython in order to achieve C-speed. PyQuants aims to build on top of other open source projects in order to benefit from improvements in other projects so that PyQuant can be developed with very few people.
Introduction PyQuant is a quantitative finance analytics library for pricing financial instruments. It is build on top of numpy, scipy, and pandas.
PyQuant wants to establish if Python is really too slow for qunatitative work as claimed by many professional quants.