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☆24Updated this week
- AAD enabled and scripting included derivatives modeling.☆26Updated 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
- Open source password manager - Proton Pass • AdSecurely store, share, and autofill your credentials with Proton Pass, the end-to-end encrypted password manager trusted by millions.
- 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 7 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
- Homework to Stephen Boyd's Convex Optimization class (CVX101 Stanford) with python and cvxpy☆13Dec 30, 2020Updated 5 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
- 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 statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆87Aug 21, 2018Updated 8 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
- Geopandas and Shapely☆10Jul 29, 2018Updated 8 years ago
- This is a read-only mirror of the CRAN R package repository. dlm — Bayesian and Likelihood Analysis of Dynamic Linear Models☆10Sep 22, 2024Updated last year
- R code to perform the Lee Strazicich unit root test☆10Aug 8, 2017Updated 9 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- E-107 Project☆10May 5, 2016Updated 10 years ago
- Python wrappers around QuantLib and Pandas to easily generate volatility surfaces☆18Jan 18, 2023Updated 3 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.
- 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☆36Apr 1, 2024Updated 2 years ago
- 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
- Download statistical data from various institutions with a Python module☆14Jul 5, 2017Updated 9 years ago
- R and Python solutions to applied exercises in An Introduction to Statistical Learning with Applications in R (corrected 7th printing)☆15Jun 4, 2025Updated last year
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- Vector Autoregressive models in Python☆11Jun 6, 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.
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆25Jan 26, 2019Updated 7 years ago
- timeseries prediction using dynamic linear models and LSTM☆12Nov 3, 2017Updated 8 years ago
- 衍生品定价、对冲回测与主观交易工具☆15Dec 21, 2021Updated 4 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Certified in Quantitative Finance (CQF) program lead by CQF Institute & Fitch Learning.☆34Apr 10, 2023Updated 3 years ago
- A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)☆17Jun 30, 2019Updated 7 years ago
- World Quant University Capstone Project - Swing Trading☆14Jun 22, 2022Updated 4 years ago