Topic: fixed-income Goto Github
Some thing interesting about fixed-income
Some thing interesting about fixed-income
fixed-income,This is a library for fixed income quant analytics.
User: aflapan
fixed-income,Random array of scripts to price securities, analyse market data, etc..
User: andrew-impell
fixed-income,Models for Fixed Income instruments pricing
User: anuragsodhi
fixed-income,Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
User: as4456
fixed-income,Replicates the script for generating the Wu Xia shadow rate term structure model in python
User: as4456
fixed-income,A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
User: attack68
Home Page: https://rateslib.readthedocs.io/en/stable/
fixed-income,Blazar is the interest rate stability layer for decentralized financial applications. Deposit and borrow instantly at a fixed rate and a fixed term.
Organization: blazardefi
fixed-income,Based on the concepts in "CIMTR" and others, swing trading
User: boyac
fixed-income,Basic package for fitting yield-curves and other things.
User: daniel-m-campos
fixed-income,Long Short Fallen Angel Premia
User: diegodalvarez
fixed-income,A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
User: domokane
fixed-income,Some Overview Of Fixed Income Analytics: Pricing and Risk Management
User: dylanhood
fixed-income,US Treasuries Yield Curve Data
User: epogrebnyak
fixed-income,A python library for modeling and analyzing fixed income securities
Organization: fixed-income-os
fixed-income,Contains financial studies work, including capital markets, corporate finance and other topics.
User: garthmortensen
fixed-income,This model was my professional first experience coding with python. It provides a valuation for a investment that regularly pays a highly secure cash flow, in this case I have used ground rent payments from freehold ownership contracts to demonstrate its viability.
User: harryjasona
fixed-income,Interest-rate modeling and Fixed Income Pricing in Python
User: harshhacks
fixed-income,
User: hjk612
fixed-income,A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
User: jerryxyx
fixed-income,Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters
User: konimarti
fixed-income,Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
User: lakshmidrip
Home Page: https://lakshmidrip.github.io/DROP
fixed-income,Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
User: lakshmidrip
Home Page: https://lakshmidrip.github.io/DROP/
fixed-income,DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.
User: lakshmidrip
Home Page: https://lakshmidrip.github.io/DROP
fixed-income,Open Source Trading Platform
User: manochasunilgithub
fixed-income,Standardised Bloomberg Fixed Income Processing
User: marcusjul
fixed-income,Unofficial Python Wrapper for BymaData API service.
User: matiasgleser
fixed-income,Python class and jupyter iPython notebook for pricing a fixed coupon bond
User: max-fitzpatrick
fixed-income,Python script for calculating the spread risk solvency capital charge ("SCR") for a bond portfolio under Solvency II (along the standard formula)
User: mbkraus
fixed-income,Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
Organization: mcf-long-short
Home Page: https://mcf-long-short.github.io/fixed-income-and-credit/
fixed-income,QLDDS - Data Distribution Service for QuantLib
User: mkipnis
fixed-income,Create a utility/tool to assist Portfolio Managers in data Acquisition and Modeling.
User: naman-goyal
fixed-income,Financial risks of bonds
User: nchukalovskiy
fixed-income,FedWatchTool λΆμ λ° ν μ€νΈ
User: quanttradered
fixed-income,μ±κΆ μ 보 ꡬν
User: qus0in
Home Page: https://230815fixedincomedashboard-reppudkglwlaj8thmfx5aa.streamlit.app/
fixed-income,FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.
User: rafacmc
fixed-income,Experiment with fixed income risk at the portfolio level
User: risktoollib
fixed-income,
User: robinsongarcia
fixed-income,Python Fixed Income Securities & Derivatives analytics package
User: shreysrins
Home Page: https://pypi.org/project/fixedincome-analytics/
fixed-income,Our project extends the classical models such as Vasicek and CIR to incorporate the effects of jump-risks in the market. We explore modern methods to price and calibrate such models and evaluate their pricing performance with respect to classical models and the observed market prices.
User: upathare1
fixed-income, AAD enabled and scripting included derivatives modeling.
User: wegamekinglc
fixed-income,Term Structure Interpolation Considering Regulators Meetings
User: wilsonfreitas
Home Page: https://wilsonfreitas.github.io/copom/
fixed-income,Fixed income tools for R
User: wilsonfreitas
Home Page: http://wilsonfreitas.github.io/R-fixedincome/
fixed-income,A repository to store a copy of a research paper for an Economics Senior Thesis.
User: wrcarpenter
fixed-income,Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.
User: wrcarpenter
fixed-income,Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.
User: wrcarpenter
fixed-income,Programs to generate a term structure of spot interest rates and also calculate historical yield volatilities.
User: wrcarpenter
fixed-income,Python methods for bootstrapping a spot rate curve from Treasury data and calculating Z-spread for fixed income bonds.
User: wrcarpenter
fixed-income,MQF Fixed Income Project
User: xiarixing1219
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