The derivatives-toolkit repository is now public on GitHub. Ten Jupyter notebooks that walk through the standard building blocks of a derivatives desk: Black-Scholes greeks, gamma exposure aggregation, FX vanna-volga, dealer positioning reconstruction, and term-structure interpolation.
Every notebook reads from public data sources (CBOE, Yahoo, Federal Reserve H.15) and runs end to end without proprietary inputs. The intent is pedagogical. Readers should be able to reproduce each calculation and understand the assumptions that go into it.
MIT licence. Issues and pull requests welcome.
Repository: github.com/djellaldjouad/derivatives-toolkit