Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
☆84Feb 20, 2026Updated last month
Alternatives and similar repositories for public
Users that are interested in public are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code repository for Pricing and Trading Interest Rate Derivatives☆117Oct 29, 2022Updated 3 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆252Feb 5, 2025Updated last year
- Fixed income related calculations in Python☆21Apr 24, 2021Updated 4 years ago
- An xVA quantitative library written in python using tensorflow☆18Updated this week
- exotx provides a simple and user-friendly interface for pricing and analyzing financial derivatives using QuantLib's advanced numerical m…☆15Dec 2, 2023Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- This repository contains supporting examples which are referenced from posts published on www.quantandfinancial.com☆133Feb 22, 2021Updated 5 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Dec 26, 2022Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Feb 21, 2023Updated 3 years ago
- Example for Interest Rate Modelling Lecture☆14Mar 29, 2025Updated last year
- High-Performance Automatic Differentiation for Python☆19Apr 2, 2026Updated last week
- Financial security modelling with Python and QuantLib☆34Apr 23, 2014Updated 11 years ago
- muRisQ Advisory: Interest Rate Models for Derivatives.☆16Oct 9, 2022Updated 3 years ago
- scraper anbima☆14Jun 30, 2025Updated 9 months ago
- ☆20Dec 28, 2016Updated 9 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆39Aug 9, 2021Updated 4 years ago
- Standardised Bloomberg Fixed Income Processing☆21Apr 1, 2020Updated 6 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆25Dec 9, 2017Updated 8 years ago
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆28Jan 22, 2021Updated 5 years ago
- Basic package for fitting yield-curves and other things.☆21Dec 18, 2020Updated 5 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated 10 months ago
- Capturar dados de curvas de juros (ettj) usadas no Brasil.☆17Mar 21, 2026Updated 3 weeks ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆175Feb 28, 2026Updated last month
- Introduction to Structural VAR models☆12Feb 21, 2020Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆335Updated this week
- modeling FICC market with QuantLib☆23Nov 16, 2022Updated 3 years ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Feb 11, 2021Updated 5 years ago
- Replication codes for Deep Learning Credit Risk Modeling by Manzo, Qiao☆21May 9, 2022Updated 3 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆54Aug 28, 2021Updated 4 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆17May 29, 2022Updated 3 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆127Nov 2, 2023Updated 2 years ago
- SOFR curve bootstrapping☆28Jul 17, 2020Updated 5 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆17Jul 28, 2019Updated 6 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- US Treasuries Yield Curve Data☆30Mar 12, 2022Updated 4 years ago
- Computes effective mode in a 1D wave guide☆10Aug 9, 2021Updated 4 years ago
- The Breeden-Litzenberger formula, proposed by Douglas T. Breeden and Robert H. Litzenberger in 1978, is a method used to extract the impl…☆25Nov 23, 2023Updated 2 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Jun 13, 2019Updated 6 years ago
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆13Dec 20, 2025Updated 3 months ago
- A boilerplate to start with Go, protobuf, gRPC, REST gateway, Swagger and Docker☆10Feb 28, 2019Updated 7 years ago
- Quantamental finance research with python☆154Jun 3, 2022Updated 3 years ago