Alternatives and similar repositories for Yield-Curve-Fitting

Users that are interested in Yield-Curve-Fitting are comparing it to the libraries listed below

• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last year
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆102Updated 3 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆93Updated 3 weeks ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆45Updated 2 years ago
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆244Updated 10 months ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆156Updated 2 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆161Updated this week
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆151Updated last month
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 6 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆47Updated 2 years ago
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆204Updated last year
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆269Updated 2 weeks ago
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆251Updated 7 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆123Updated 2 years ago
• sigurdroemer / rough_volatility
  The pricing models and neural network representations used in part one of the paper "Empirical analysis of rough and classical stochastic…
  ☆57Updated 6 months ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆191Updated 3 months ago
• svenhsia / Calibrating-Rough-Volatility-Models-with-Deep-Learning
  This is a course project of the course « Machine Learning for Finance » at ENSAE ParisTech.
  ☆54Updated 6 years ago
• mcf-long-short / fixed-income-and-credit
  Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…
  ☆36Updated 4 years ago
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆247Updated last year
• chulwoohan / pyanomaly
  Python library for asset pricing
  ☆123Updated last year
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆64Updated 8 months ago
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆44Updated last year
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆168Updated 7 years ago
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆22Updated 4 months ago
• vilen22 / sofr
  SOFR curve bootstrapping
  ☆26Updated 5 years ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆124Updated last month
• MerinoRaul / IntroFinancialDerivatives
  ☆32Updated 3 years ago
• chenenen13 / Trading-Strategies
  ☆84Updated last year
• JackJacquier / SSVI
  Surface SVI parameterisation and corresponding local volatility
  ☆53Updated 5 years ago