6 results found Sort:

FinMind
FinMind FinMind
332
2.1k
apache-2.0
110
Open Data, more than 50 financial data. 提供超過 50 個金融資料(台股為主)，每天更新 https://finmind.github.io/
r api python finance opendata crude-oil gold-price stock-prices hacktoberfest exchange-rates financial-data interest-rates
Created 2018-12-16
704 commits to master branch, last one 23 days ago
rsvp
fecon235 rsvp
327
1.1k
other
73
Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX ...
fx gdp gold bonds pandas python finance housing equities fecon236 economics inflation employment statistics time-series econometrics asset-pricing interest-rates federal-reserve jupyter-notebook
Created 2014-11-09
304 commits to master branch, last one 5 years 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
luphord
nelson_siegel_svensson luphord
40
108
mit
1
Implementation of the Nelson-Siegel-Svensson interest rate curve model.
finance python3 yield-curve curve-fitting interest-rates
Created 2019-02-05
158 commits to master branch, last one about a year 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
ilchen
US_Economic_Data_Analysis ilchen
11
35
gpl-3.0
3
Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment and p...
m1 m2 cpi gdp pce pandas finance fred-api inflation us-treasury yield-curve money-supply data-analysis interest-rates us-public-debt jupyter-notebook unemployment-rate participation-rate breakeven-inflation inflation-expectations
Created 2022-07-13
448 commits to main branch, last one 18 hours ago