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 908 (last one a day ago)

Stargazers 168 (1 this week)

Watchers 4 (0 this week)

Forks 32

License other

Ranking

RepositoryStats indexes 598,436 repositories, of these attack68/rateslib is ranked #205,732 (66th percentile) for total stargazers, and #378,337 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #37,138/120,139.

attack68/rateslib is also tagged with popular topics, for these it's ranked: python (#9,571/22385), trading (#293/656), finance (#252/583)

Other Information

attack68/rateslib has 6 open pull requests on Github, 459 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 22 open issues and 84 closed issues.

There have been 12 releases, the latest one was published on 2024-11-30 (about a month ago) with the name Rateslib v1.6.0 (30th November 2024).

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

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Recent Commit History

908 commits on the default branch (main) since jan '22

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

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updated: 2024-12-30 @ 12:51am, id: 621812704 / R_kgDOJRAb4A