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· v0.1.0-beta · MIT licence
382 risk functions.
One REST API.
Open source.
Regulatory-grade financial and risk computation across 8 domains — Monte Carlo VaR, Greeks, stress testing, FRTB, IFRS 9 ECL and more. Accelerated via Numba JIT. Free forever.
$ pip install pyvar-client
$ python3
>>> from pyvar import VaRClient
>>> client = VaRClient(api_key="pv_...")
>>> result = client.var.compute(
portfolio_value=1_000_000,
returns=returns,
confidence=0.99,
n_simulations=1_000
)
# ── Result ──────────────────────────
>>> print(result.var_abs)
28200.0 # £28,200 (99% VaR)
>>> print(result.cvar_abs)
35100.0 # £35,100 (CVaR/ES)
>>> print(result.runtime_ms)
2341 # 1k paths · 2.3s
risk domains
Eight domains.
382 functions.
Every function is accessible via the pyvar REST API. Submit a job, receive a task_id, poll for results. All domains share the same auth, the same client library, the same response format.
domain_01
Market Risk
VaR, ES, Greeks, stress testing, P&L attribution, FRTB
68 functions
domain_02
Credit Risk
PD/LGD/EAD, IRB, CVA/XVA, IFRS 9 ECL, SA-CCR
55 functions
domain_03
Liquidity Risk
LCR, NSFR, intraday, survival horizon, ILAAP
40 functions
domain_04
Operational Risk
LDA, AMA, RCSA, KRI, scenario analysis, SMA
44 functions
domain_05
Portfolio Analytics
MV optimisation, Sharpe, factor models, Black-Litterman
50 functions
domain_06
Regulatory & Compliance
Basel IV, FRTB, MiFID II, EMIR, ICAAP/SREP
30 functions
domain_07
Derivatives & Pricing
Black-Scholes, Heston, yield curves, SABR, fixed income
62 functions
domain_08
ALM & Balance Sheet
Duration, NII sensitivity, EVE, IRRBB, FTP
33 functions
api reference
Simple async
job pattern.
All 382 functions use the same async job pattern: POST to submit, GET to poll. No timeouts, no blocking — designed for 100k-path Monte Carlo simulations running 2–10 seconds.
Base URL: https://api.pyvar.com/v1
Auth: Authorization: Bearer pv_...
Auth: Authorization: Bearer pv_...
technology
Built for
performance.
Built by Fibtec Limited
pyvar.com is a Fibtec open-source project
Enterprise support, SLA guarantees and private deployment available via fibtec.co.uk
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Free forever. Open source.
pyvar.com is MIT licensed. The API is free to use. Enter your email for a free-tier API key — no password, no credit card.