Standardised Bloomberg Fixed Income Processing
☆21Apr 1, 2020Updated 6 years ago
Alternatives and similar repositories for Bloomberg-Fixed-Income-Data-Processing
Users that are interested in Bloomberg-Fixed-Income-Data-Processing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Basic package for fitting yield-curves and other things.☆21Dec 18, 2020Updated 5 years ago
- Performance Attribution for Equity Portfolios☆24Aug 21, 2023Updated 2 years ago
- ☆18Feb 13, 2022Updated 4 years ago
- Python library for shrinkage cleaning of large correlation matrices.☆14Mar 7, 2024Updated 2 years ago
- PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensiti…☆11Jul 5, 2023Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- convertible bond pricing☆13Sep 17, 2014Updated 11 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆12Apr 18, 2020Updated 6 years ago
- This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) techniq…☆18Jan 5, 2020Updated 6 years ago
- All in one iOS and Android app for Payments and DeFi powered by ZK Rollups and Ethereum Blockchain.☆12Jan 26, 2023Updated 3 years ago
- Links to programming and software engineering related resources I found useful or interesting. A personal "awesome list".☆27Jul 11, 2026Updated 3 weeks ago
- Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV☆15Jun 12, 2023Updated 3 years ago
- Risk & Valuation in Python☆17Dec 19, 2025Updated 7 months ago
- Three examples demonstrating three different approaches to using the Java ledger API bindings☆13Dec 5, 2025Updated 8 months ago
- Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions☆19Mar 6, 2017Updated 9 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Code to package FiveThirtyEight data using Datasette☆16Mar 5, 2026Updated 5 months ago
- Cleaned data for use in stock predicting algorithms☆12Aug 6, 2017Updated 9 years ago
- Fixed-Income-Quant-Trading Projects☆17Jul 21, 2018Updated 8 years ago
- Python application configuration☆17May 3, 2022Updated 4 years ago
- Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model☆16Mar 21, 2021Updated 5 years ago
- Sentiment analysis of Reddit comments to predict bitcoin price movement☆15Dec 30, 2018Updated 7 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Implementation of the Deep xVA Solver of Gnoatto, Picarelli and Reisinger (2020) https://arxiv.org/abs/2005.02633☆19Aug 6, 2020Updated 6 years ago
- ☆11Dec 2, 2023Updated 2 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Practical Data Wrangling, published by Packt☆18Jan 30, 2023Updated 3 years ago
- The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University o…☆11Nov 23, 2012Updated 13 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆17Jun 30, 2019Updated 7 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated last year
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆129Nov 2, 2023Updated 2 years ago
- CEU python for finance course material☆22Feb 25, 2020Updated 6 years ago
- Kalman Filter, Smoother, and EM Algorithm for Python☆14Sep 4, 2023Updated 2 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆17Jul 28, 2019Updated 7 years ago
- ☆11Feb 16, 2023Updated 3 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Mountain Protocol Token☆12Jan 10, 2024Updated 2 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- Simple reference order and execution management system for Coinbase Prime☆11Sep 19, 2025Updated 10 months ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆42Aug 9, 2021Updated 5 years ago
- ☆13Jun 26, 2022Updated 4 years ago
- Dynamical linear modeling (DLM) regression code for analysis of atmospheric time-series data.☆25Apr 21, 2020Updated 6 years ago
- Used text analytics (NLP) and machine learning to determine the true earnings quality of publicly listed companies☆18Jun 4, 2017Updated 9 years ago