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 823 (last one 18 hours ago)

Stargazers 152 (0 this week)

Watchers 4 (0 this week)

Forks 28

License other

Ranking

RepositoryStats indexes 584,353 repositories, of these attack68/rateslib is ranked #217,450 (63rd percentile) for total stargazers, and #373,290 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #39,242/116,326.

attack68/rateslib is also tagged with popular topics, for these it's ranked: python (#10,020/22011), trading (#311/645), finance (#263/570)

Other Information

attack68/rateslib has 3 open pull requests on Github, 384 pull requests have been merged over the lifetime of the repository.

Github issues are enabled, there are 26 open issues and 74 closed issues.

There have been 11 releases, the latest one was published on 2024-10-01 (about a month ago) with the name Rateslib v1.5.0 (25th Sep 2024).

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

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Recent Commit History

823 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: 2024-11-20 @ 05:54pm, id: 621812704 / R_kgDOJRAb4A