There is a free library for quantitaive finance called quantlib

http://quantlib.org/

The library is writen in C++ but comes with python bindings.

The licence is modified BSD (http://quantlib.org/license.shtml) (wich is 
GPL-compatible)

Perhaps you might want to integrate it into sage
The more serious drawback that I've found (in the little things that I've 
tried to do with it.) is that the documentation used to be not complete 
enough and up to date.

best regards,
Pablo



El Monday 02 June 2008 14:46:31 William Stein escribió:
> Hi,
>
> I've posted a first very very (very) minimal "quantitative finance"
> piece of code here:
>
>           http://trac.sagemath.org/sage_trac/ticket/3346
>
> I hope somebody who has some interest in this area will referee it.
>
>  -- William



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