Alternatives and similar repositories for ORE-SWIG

Users that are interested in ORE-SWIG are comparing it to the libraries listed below

• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆107Updated 9 months ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆156Updated 6 years ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆82Updated 2 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆73Updated 2 months ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆133Updated this week
• xuruilong100 / QuantLibPythonExamples
  Reimplementing QuantLib examples by Python
  ☆62Updated 2 years ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆66Updated 5 years ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆79Updated 8 months ago
• MarcusJul / Bloomberg-Fixed-Income-Data-Processing
  Standardised Bloomberg Fixed Income Processing
  ☆20Updated 5 years ago
• piterbarg / altnnpub
  Public code for our paper https://ssrn.com/abstract=3958331
  ☆24Updated 3 years ago
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆76Updated 3 years 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
• nburgessx / SwapsBook
  Low Latency Interest Rate Markets – Theory, Pricing and Practice
  ☆227Updated 3 months ago
• omartinsky / PYBOR
  PYBOR is multi-curve interest rate framework and risk engine based on multivariate optimization techniques, written in Python
  ☆41Updated 11 months ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• datudar / equity-risk-model
  A fundamental equity risk model that decomposes the risk of a portfolio by factors and individual securities
  ☆39Updated 7 years ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆159Updated last month
• marc-henrard / muRisQ-ir-models
  muRisQ Advisory: Interest Rate Models for Derivatives.
  ☆13Updated 2 years ago
• sanjeevai / multi-factor-model
  Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…
  ☆132Updated 6 years ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• vollib / py_lets_be_rational
  ☆57Updated 9 months ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆76Updated 6 years ago
• clf110510 / stochastic-volatility
  three stochastic volatility model: Heston, SABR, SVI
  ☆89Updated 6 years ago
• s0ap / gs-quantitative-strategies-research-notes
  Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
  ☆72Updated 4 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆119Updated last year
• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆97Updated 2 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆121Updated last year
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆37Updated 7 years ago
• ryanmccrickerd / rough_bergomi
  A Python implementation of the rough Bergomi model.
  ☆119Updated 6 years ago
• Jordylek / VolatilityIsMostlyPathDependent
  Code for the paper Volatility is (mostly) path-dependent
  ☆61Updated last year