attack68 / rateslib

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.

Date Created 2023-03-31 (about a year ago)

Commits 518 (last one 19 hours ago)

Stargazers 83 (0 this week)

Watchers 4 (0 this week)

Forks 14

License other

Ranking

RepositoryStats indexes 523,840 repositories, of these attack68/rateslib is ranked #303,643 (42nd percentile) for total stargazers, and #351,116 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #54,960/100,813.

attack68/rateslib is also tagged with popular topics, for these it's ranked: python (#13,124/20132), trading (#380/570), finance (#332/509)

Other Information

attack68/rateslib has 5 open pull requests on Github, 130 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 15 open issues and 34 closed issues.

There have been 7 releases, the latest one was published on 2024-05-28 (3 days ago) with the name v1.2.0.

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

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Recent Commit History

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

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Languages

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

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updated: 2024-05-31 @ 08:02pm, id: 621812704 / R_kgDOJRAb4A