DX Analytics is a Python-based financial analytics library which allows the modeling of rather complex derivatives instruments and portfolios. Make sure to fully understand what you are using this Python package for and how to apply it. Please also read the license text and disclaimer.
You find the Github repository under http://github.com/yhilpisch/dx .
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 (see http://bit.ly/1ST0Ewb ). The major characteristic of this approach is the non-redundant modeling of all components needed for the valuation (e.g. risk factors) and the consistent simulation and valuation of all relevant portfolio components (e.g. correlated risk factors, multi-risk derivatives and portfolios themselves).
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