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attack68
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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 a...
fx risk bonds swaps curves python finance trading currency students treasury inflation investment derivatives fixed-income cross-currency interest-rates risk-management inflation-linked derivatives-pricing
Created 2023-03-31
560 commits to main branch, last one 2 days ago