attack68 / rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differentiaton (AD) and risk sensitivity calculations including delta and cross-gamma.

Date Created 2023-03-31 (about a year ago)
Commits 1,006 (last one a day ago)
Stargazers 188 (2 this week)
Watchers 4 (0 this week)
Forks 35
License other
Ranking

RepositoryStats indexes 618,350 repositories, of these attack68/rateslib is ranked #193,775 (69th percentile) for total stargazers, and #382,403 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #35,055/125,168.

attack68/rateslib is also tagged with popular topics, for these it's ranked: python (#9,148/22999),  trading (#287/674),  finance (#248/607)

Other Information

attack68/rateslib has 7 open pull requests on Github, 548 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 29 open issues and 90 closed issues.

There have been 13 releases, the latest one was published on 2025-01-31 (21 days ago) with the name Rateslib v1.7.0 (31 January 2025).

Homepage URL: https://rateslib.readthedocs.io/en/latest/

Star History

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Watcher History

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Recent Commit History

1,004 commits on the default branch (main) since jan '22

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Issue History

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Languages

The primary language is Python but there's also others...

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attack68/rateslib

updated: 2025-02-21 @ 06:37pm, id: 621812704 / R_kgDOJRAb4A