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AnthonyBradford
optionmatrix AnthonyBradford
46
201
gpl-3.0
16
Financial Derivatives Calculator with 168+ Models (Options Calculator)
swaps futures options spreads vasicek quantlib financial derivatives monte-carlo heston-model black-scholes options-pricing options-trading currency-exchange financial-analysis quantitative-finance financial-engineering term-structure-models
Created 2012-12-11
263 commits to master branch, last one 23 days ago
attack68
rateslib attack68
28
164
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
893 commits to main branch, last one a day ago
NDelventhal
cot_reports NDelventhal
34
135
mit
4
cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy...
cme cot cftc swaps bitcoin futures options commodities cot-reports market-data transparency open-interest market-analysis foreign-exchange commitments-of-traders
Created 2020-11-16
25 commits to main branch, last one 11 months ago