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attack68
rateslib attack68
37
194
other
4
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...
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
1,026 commits to main branch, last one 8 days ago
lakshmiDRIP
DROP lakshmiDRIP
46
124
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
2,205 commits to master branch, last one a day ago