Alternatives and similar repositories for public

Users that are interested in public are comparing it to the libraries listed below

• nburgessx / QuantResearch
  Quant Research
  ☆93Updated 3 weeks ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 6 years ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆102Updated 3 years ago
• 93tilinfinity / Yield-Curve-Fitting
  A B-Spline approach to modelling the term structure of interest rate swaps.
  ☆11Updated 5 years ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆45Updated 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
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆244Updated 9 months ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆123Updated 2 years ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆168Updated 7 years ago
• cantaro86 / python-machine-learning-book-2nd-edition
  The "Python Machine Learning (2nd edition)" book code repository and info resource
  ☆14Updated 6 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆47Updated 2 years ago
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆156Updated 2 years ago
• robertmartin8 / pValuation
  Quantamental finance research with python
  ☆153Updated 3 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆161Updated this week
• 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
• jerryxyx / MonteCarlo
  A model free Monte Carlo approach to price and hedge American options equiped with Heston model, OHMC, and LSM
  ☆116Updated 6 years ago
• PyFE / PyFENG
  Python Financial ENGineering (PyFENG package in PyPI.org)
  ☆175Updated 2 months ago
• dpicone1 / Vasicek_CIR_HoLee_HullWhite_Models_Python
  Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes
  ☆52Updated 5 years ago
• vilen22 / sofr
  SOFR curve bootstrapping
  ☆26Updated 5 years 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
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆44Updated last year
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆247Updated last year
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆64Updated 8 months ago
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆133Updated 7 years ago
• 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
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆93Updated 4 years ago
• chenenen13 / Trading-Strategies
  ☆84Updated last year
• MerinoRaul / IntroFinancialDerivatives
  ☆32Updated 3 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
• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆115Updated last month