fx-options

Here are 6 public repositories matching this topic...

Idriss-Afra / FX-Volatility-Surface

This project aims to construct the FX Volatility Surface and price FX Vanilla Options

vba derivatives black-scholes derivatives-pricing options-pricing foreign-exchange excel-vba volatility-modeling options-calculator trading-tools fx-options quant-finance volatility-surface black-scholes-model fx-volatility fx-volatility-surface

Updated Mar 20, 2026

valerian-drmt / fx-volatility-trading-system

Star

EUR/USD FX options trading desk: live IB feed → SVI/SSVI surface, GARCH/HAR-RV fair vol, GMM regime + PCA signals → delta-hedged execution. FastAPI · React · Postgres · Redis on AWS.

Updated Aug 1, 2026
Python

Arhayout / sabr-calibration

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SABR/SABR-LMM model calibration toolkit in Python — FX vol surface fitting, Hagan approximation, SciPy optimizer

python calibration scipy quantitative-finance volatility sabr fx-options

Updated May 7, 2026
Python

HWyn2020 / CrossPay_Engine

Star

Cross-border payment orchestration API — strict state machine, real-time FX conversion, IBAN/SWIFT validation, and OFAC/EU sanctions screening. The framework that became OBELISK.

encryption forex derivatives aes-256-gcm fx-options timelock-contract