Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
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Updated
Jun 3, 2024 - HTML
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
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.
Personal library for financial calculations
AAD enabled and scripting included derivatives modeling.
Unofficial Python Wrapper for BymaData API service.
A python library for modeling and analyzing fixed income securities
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Based on the concepts in "CIMTR" and others, swing trading
Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.
CFA Level I comprehensive exam preparation notes
This is a library for fixed income quant analytics.
Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.
Application of script in Fixed Income Analysis
Fixed income tools for R
Term Structure Interpolation Considering Regulators Meetings
A repository to store a copy of a research paper for an Economics Senior Thesis.
sbs-gob-pe-helper : Una herramienta de web scraping para acceder a los datos públicos del portal web de la Superintendencia de Banca y Seguros del Perú (SBS) | Scrape SBS Perú | Extracción de datos de la SBS
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