Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
☆84Feb 20, 2026Updated 3 months ago
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☆122Oct 29, 2022Updated 3 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆259Feb 5, 2025Updated last year
- Fixed income related calculations in Python☆21Apr 24, 2021Updated 5 years ago
- An xVA quantitative library written in python using tensorflow☆19Updated 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
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- 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☆45Feb 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 2 months ago
- Financial security modelling with Python and QuantLib☆34Apr 23, 2014Updated 12 years ago
- scraper anbima☆15Jun 30, 2025Updated 11 months ago
- This is the implementation for Hierarchical Risk Parity approach to portfolio optimization☆33Jan 13, 2020Updated 6 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆41Aug 9, 2021Updated 4 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆26Dec 9, 2017Updated 8 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- This repository provides the implementation of a handful of forecasting methods in yield curve modelling.☆28Jan 22, 2021Updated 5 years ago
- Valuation of Callable Bonds with short rate Hull-White model using: binomial trees, PDE with Green functions etc.☆15Jun 6, 2018Updated 8 years ago
- Basic package for fitting yield-curves and other things.☆21Dec 18, 2020Updated 5 years ago
- Capturar e modelar curvas de juros (ettj) usadas no Brasil.☆19May 11, 2026Updated last month
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆178Feb 28, 2026Updated 3 months ago
- Introduction to Structural VAR models☆13Feb 21, 2020Updated 6 years ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆343May 20, 2026Updated 3 weeks ago
- 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
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆55Aug 28, 2021Updated 4 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆17May 29, 2022Updated 4 years ago
- quasar-actors-integration-examples☆11Apr 27, 2016Updated 10 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆129Nov 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
- Documentation☆11Jun 10, 2024Updated 2 years ago
- Hierarchical Risk Parity☆29Feb 26, 2020Updated 6 years ago
- US Treasuries Yield Curve Data☆31Mar 12, 2022Updated 4 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- 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…☆26Nov 23, 2023Updated 2 years ago
- Moody's Bond Rating Classifier and USPHCI Economic Activity Forecast Modeling☆19Jun 13, 2019Updated 7 years ago
- Univariate and multivariate time series forecasting, with uncertainty quantification (Python & R)☆13Dec 20, 2025Updated 5 months ago
- Quantamental finance research with python☆154Jun 3, 2022Updated 4 years ago
- Answers to the questions at the back of the chapters of Advances in Financial Machine Learning.☆22Apr 11, 2020Updated 6 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆139Mar 1, 2026Updated 3 months ago