JamesLTaylor / QuantSA

Related projects: ⓘ

• attack68 / rateslib
  A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for f…
  ☆121Updated this week
• max-fitzpatrick / bond_pricer
  Python class and jupyter iPython notebook for pricing a fixed coupon bond
  ☆23Updated 5 years ago
• vilen22 / curve-building
  Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.
  ☆17Updated 5 years ago
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆33Updated 3 years ago
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆52Updated 4 months ago
• cmdty / curves
  ☆64Updated this week
• domokane / Lehman-Publications
  ☆11Updated 6 months ago
• JoaoJungblut / QuantFinanceTraining
  This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…
  ☆20Updated 7 months ago
• VanekPetr / investment-funnel
  Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…
  ☆53Updated this week
• eehlers / QuantLibXL
  An Excel addin for QuantLib.
  ☆18Updated 7 months ago
• webn3ewbie / Economic-Data-Terminal
  ☆23Updated last year
• cuemacro / FinancePy
  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…
  ☆24Updated 3 years ago
• RupertDodkins / options_backtest
  ☆17Updated last year
• robertmartin8 / RandomWalks
  One-off scripts/analysis, usually to accompany my blog posts.
  ☆41Updated 2 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆110Updated 10 months ago
• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆85Updated last month
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆16Updated 3 years ago
• bondxue / Asset-Backed-Security-Modeling
  ScriptUni Python in Finance Certificate Final Project
  ☆33Updated 2 years ago
• montrixdev / mxdevtool-python
  Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )
  ☆27Updated 10 months ago
• xuruilong100 / QuantLibPythonExamples
  Reimplementing QuantLib examples by Python
  ☆56Updated last year
• genedan / TmVal
  Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
  ☆27Updated 3 years ago
• datudar / equity-risk-model
  A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
  ☆33Updated 6 years ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆14Updated 5 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆84Updated this week
• jason-ash / pyesg
  Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
  ☆125Updated last year
• sschlenkrich / InterestRateModelling_examples
  Example for Interest Rate Modelling Lecture
  ☆11Updated last year
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆50Updated last year
• MarcusJul / Bloomberg-Fixed-Income-Data-Processing
  Standardised Bloomberg Fixed Income Processing
  ☆20Updated 4 years ago
• bbcho / risktools-dev
  Risk tools for commodities trading and finance
  ☆27Updated this week
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆109Updated 8 months ago