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A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Created
2019-10-27
1,200 commits to master branch, last one 2 months ago
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
Created
2016-11-12
1,132 commits to master branch, last one 19 hours ago
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 wit...
Created
2023-03-31
897 commits to main branch, last one 2 days ago
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Created
2017-08-31
2,180 commits to master branch, last one a day ago
Fixed income tools for R
Created
2013-09-16
469 commits to main branch, last one about a year ago