Comments (3)
Sounds good. Go for it. You might want to copy something like the FRA pricer in rates.
Best
D
from financepy.
Hi Dominic,
Thank you for the advice! Made some progress yesterday on that, will keep you posted.
from financepy.
Hey @domokane,
Thanks for checking this out. Still pending is to Rename class SwapEquityLeg class to EquitySwapLeg.
In addition to that, I'm thinking that print_payments and print_valuation now is different between FixedLeg and FloatLeg, can I work to standardize this?
Thank you!
Matheus
from financepy.
Related Issues (20)
- argument type issue - FXVanillaOption with SABR model HOT 3
- Re-generate manual when master is updated HOT 5
- Date Schedule._generate issue HOT 2
- Example of SOFR curve
- Potential issues for CDS pricing HOT 4
- Major implementation change for ibor_swap? A notebook example doesn't tie out anymore. HOT 12
- Bond Curve Fitting HOT 1
- Inconsistency in Day Count in Index Curve? HOT 3
- CDSOption insensitive to vol for Receiver HOT 4
- Division with wrong day count convention causes incorrect forward rates HOT 1
- Bond OAS and accrued interest HOT 2
- barrierOpt.value issue HOT 2
- choose to apply a Black'76 in Fx Vanilla option HOT 1
- Build SOFR curve - suggestions
- Updated FINGBMPROCESS_generatePaths HOT 4
- Backtesting of Strategy HOT 4
- 'bond.print_payments' error HOT 2
- typo in "acccrued"
- Name 'swap_types' is not defined HOT 3
- How to deal with same maturity bonds for bootstrap curve? HOT 2
Recommend Projects
-
React
A declarative, efficient, and flexible JavaScript library for building user interfaces.
-
Vue.js
🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.
-
Typescript
TypeScript is a superset of JavaScript that compiles to clean JavaScript output.
-
TensorFlow
An Open Source Machine Learning Framework for Everyone
-
Django
The Web framework for perfectionists with deadlines.
-
Laravel
A PHP framework for web artisans
-
D3
Bring data to life with SVG, Canvas and HTML. 📊📈🎉
-
Recommend Topics
-
javascript
JavaScript (JS) is a lightweight interpreted programming language with first-class functions.
-
web
Some thing interesting about web. New door for the world.
-
server
A server is a program made to process requests and deliver data to clients.
-
Machine learning
Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.
-
Visualization
Some thing interesting about visualization, use data art
-
Game
Some thing interesting about game, make everyone happy.
Recommend Org
-
Facebook
We are working to build community through open source technology. NB: members must have two-factor auth.
-
Microsoft
Open source projects and samples from Microsoft.
-
Google
Google ❤️ Open Source for everyone.
-
Alibaba
Alibaba Open Source for everyone
-
D3
Data-Driven Documents codes.
-
Tencent
China tencent open source team.
from financepy.