4 results found Sort:

domokane
FinancePy domokane
300
2.0k
gpl-3.0
67
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
risk bonds numba credit python finance pricing currency students valuation investment derivatives fixed-income risk-management asset-allocation derivatives-pricing
Created 2019-10-27
1,146 commits to master branch, last one about a month ago
lakshmiDRIP
DROP lakshmiDRIP
40
111
apache-2.0
9
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
fx bond java loans treasury corporates municipals credit-risk market-risk asset-backed fixed-income interest-rates emerging-market asset-allocation inflation-linked counterparty-risk cva-dva-fva-kva-xva statistical-learning portfolio-optimization transaction-cost-analytics
Created 2017-08-31
2,118 commits to master branch, last one 3 days ago
attack68
rateslib attack68
17
91
other
4
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
wilsonfreitas
R-fixedincome wilsonfreitas
25
50
other
8
Fixed income tools for R
r plot bonds finance calendar fixed-income interpolation pricing-bonds spot-rate-curve
Created 2013-09-16
469 commits to main branch, last one 11 months ago