3 results found Sort:

AnthonyBradford
optionmatrix AnthonyBradford
45
198
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
244 commits to master branch, last one 3 months ago
attack68
rateslib attack68
27
152
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
798 commits to main branch, last one 2 days ago
NDelventhal
cot_reports NDelventhal
34
131
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 10 months ago