Basic package for fitting yield-curves and other things.
☆21Dec 18, 2020Updated 5 years ago
Alternatives and similar repositories for fixed-income
Users that are interested in fixed-income are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆19Mar 26, 2018Updated 8 years ago
- Standardised Bloomberg Fixed Income Processing☆21Apr 1, 2020Updated 6 years ago
- RustyQlib: A quant library for derivative pricing and quantitative finance☆25Sep 5, 2026Updated 3 weeks ago
- AAD enabled and scripting included derivatives modeling.☆27Updated this week
- This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) techniq…☆18Jan 5, 2020Updated 6 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.
- Fixed income related calculations in Python☆21Apr 24, 2021Updated 5 years ago
- A cursory look at the dynamics of zero coupon bond yield curves.☆15Dec 26, 2022Updated 3 years ago
- DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnig…☆35Sep 26, 2018Updated 8 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Apr 10, 2020Updated 6 years ago
- Fixed-Income-Quant-Trading Projects☆17Jul 21, 2018Updated 8 years ago
- Code to reproduce analyses of mouse cortical gradients☆10Feb 27, 2019Updated 7 years ago
- Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions☆19Mar 6, 2017Updated 9 years ago
- ☆16Aug 27, 2022Updated 4 years ago
- FiscalSim US is a microsimulation model of the US federal and state tax and benefit system relating to households and individuals.☆11Dec 20, 2024Updated last year
- 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.
- ☆25Dec 18, 2015Updated 10 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆87Aug 21, 2018Updated 8 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆63Nov 3, 2018Updated 7 years ago
- Course materials for Stats 531 Winter 2016 (Analysis of Time Series)☆13Feb 6, 2020Updated 6 years ago
- Predictive yield curve modeling in reduced dimensionality☆45Feb 21, 2023Updated 3 years ago
- A financial blotter for trading FX and Futures☆24Aug 30, 2017Updated 9 years ago
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- ☆14May 6, 2021Updated 5 years ago
- Geopandas and Shapely☆10Jul 29, 2018Updated 8 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.
- This is a read-only mirror of the CRAN R package repository. dlm — Bayesian and Likelihood Analysis of Dynamic Linear Models☆10Sep 22, 2024Updated 2 years ago
- R code to perform the Lee Strazicich unit root test☆10Aug 8, 2017Updated 9 years ago
- E-107 Project☆10May 5, 2016Updated 10 years ago
- Material usado durante el curso "Introducción al Procesamiento Natural con Python" del Grupo de Ingeniería Lingüistica de la UNAM.☆17Apr 11, 2022Updated 4 years ago
- 🌏 Python script to obtain the economic calendar of the site br.investing.com☆15Jan 29, 2023Updated 3 years ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆18Jan 18, 2023Updated 3 years ago
- Multivariate Markov-Switching Models Regressions Framework☆13May 14, 2020Updated 6 years ago
- FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.☆13May 9, 2021Updated 5 years ago
- Systemorph IFRS 17 Calculation Engine☆34Apr 1, 2024Updated 2 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- AUTOMATED SIGNAL GENERATOR FOR STOCKS/FX-PAIRS☆12Mar 28, 2020Updated 6 years ago
- A python library for generating macro-economic scenarios☆11Dec 17, 2024Updated last year
- Multivariate Time Series Forecasting with LSTMs in Keras☆11Nov 13, 2017Updated 8 years ago
- Vector Autoregressive models in Python☆11Jun 6, 2018Updated 8 years ago
- A Shiny Application to Host, Filter, Aggregate and Download Data in Various Formats☆17Jul 26, 2021Updated 5 years ago
- 衍生品定价、对冲回测与主观交易工具☆15Dec 21, 2021Updated 4 years ago
- Matlab codes used in the paper "Predicting the patterns of spatio-temporal signal propagation in complex networks"☆19May 5, 2020Updated 6 years ago