Credit Default Swap Pricer
☆20Aug 12, 2023Updated 2 years ago
Alternatives and similar repositories for CreditDefaultSwapPricer
Users that are interested in CreditDefaultSwapPricer are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A package that provides tools for pricing credit default swaps (CDS).☆16Jul 30, 2014Updated 11 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- Code used to implement various stochastic intensity models for univariate and multivariate credit risk models.☆21Nov 10, 2013Updated 12 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆19May 13, 2024Updated 2 years ago
- Some jupyter notebooks on various topics☆12Oct 13, 2019Updated 6 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.
- A data processing module implemented with numpy☆10Aug 16, 2022Updated 3 years ago
- This repo contains lecture notes and HW for Baruch MTH9875 Volatility Surface☆26Dec 9, 2017Updated 8 years ago
- Program to forecast Barley crop yields in the North Western United States☆10Oct 2, 2020Updated 5 years ago
- Repository for simulation and estimation of CIR one factor model parameters☆12Mar 2, 2018Updated 8 years ago
- A financial blotter for trading FX and Futures☆24Aug 30, 2017Updated 8 years ago
- (Python, R, C) Fast approximations for the CDF of multivariate normal distributions☆31Jun 12, 2026Updated last month
- 📦 Python library providing Two-Piece distributions functionality. It covers the subfamilies: TP Scale, TP Shape, and Double TP.☆12May 16, 2024Updated 2 years ago
- SOFR curve bootstrapping☆28Jul 17, 2020Updated 6 years ago
- Implementations of the Heston stochastic volatility model☆24Apr 15, 2015Updated 11 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.
- Web GUI for backtesting pair trading statistical arbitrage portfolio strategies☆27Oct 16, 2016Updated 9 years ago
- Cash flow and analytics engine for mortgage-backed securities (MBS)☆13Apr 5, 2022Updated 4 years ago
- ☆11May 27, 2021Updated 5 years ago
- ☆12Apr 25, 2019Updated 7 years ago
- Finite-difference option pricer for GPU☆14Feb 29, 2024Updated 2 years ago
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- Asset allocation and Portfolio Management Course @ Baruch MFE☆18Feb 1, 2020Updated 6 years ago
- Reinforcement learning environment for trading☆15Jan 27, 2018Updated 8 years ago
- Get discount factors and zero rates from interest rate swaps☆11Mar 1, 2018Updated 8 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Fitting an SVI model using Zeliade's method in Python with Pandas☆13May 13, 2015Updated 11 years ago
- ☆11Dec 18, 2015Updated 10 years ago
- Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV☆15Jun 12, 2023Updated 3 years ago
- Pricing and calibration models☆13Mar 28, 2025Updated last year
- Dynamic Algorithm Configuration☆21Jan 22, 2020Updated 6 years ago
- Deeploans is an open-source framework for processing loan-level data, offering tools for data quality, standardisation, and analytics. It…☆16Jul 18, 2026Updated last week
- Machine Learning Basics @Bflysoft☆16Jun 18, 2020Updated 6 years ago
- An interface for generating simple crystal structures for molecular dynamics simulations.☆16Aug 25, 2025Updated 11 months ago
- ☆17Aug 17, 2021Updated 4 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 repository for CTF writeups☆10Oct 8, 2016Updated 9 years ago
- Python versions of nearest correlation matrix algorithms☆40Jan 16, 2019Updated 7 years ago
- A python notebook showing how to visualize laplace transforms☆11Feb 13, 2019Updated 7 years ago
- Easily source publicly available data on derivatives☆38Jan 9, 2022Updated 4 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 9 years ago
- Fixed-Income-Quant-Trading Projects☆17Jul 21, 2018Updated 8 years ago