gandhis1 / mbs-analytics
Cash flow and analytics engine for mortgage-backed securities (MBS)
☆11Updated 2 years ago
Alternatives and similar repositories for mbs-analytics:
Users that are interested in mbs-analytics are comparing it to the libraries listed below
- Code repository for Pricing and Trading Interest Rate Derivatives☆68Updated 2 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆29Updated 3 years ago
- a cashflow engine wrapper for structured finance professionals☆46Updated this week
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆23Updated 6 years ago
- Python utility automation scripts for Barchart.com☆29Updated last week
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- ScriptUni Python in Finance Certificate Final Project☆37Updated 2 years ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆188Updated this week
- ☆12Updated 11 months ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago
- IB FlexStatement to PyFolio bridge☆14Updated 2 years ago
- Calculate futures contango rolldown for popular 30 day avg maturity VIX ETFs such as SVXY and XIV☆12Updated last year
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆77Updated 6 months ago
- Financial security modelling with Python and QuantLib☆34Updated 10 years ago
- a Python tool for downloading sharadar data from Quandl.☆10Updated 2 years ago
- Useful functions to analyze Asset Backed Securities deals☆13Updated 3 years ago
- Parametrisation of vol surface using Gatheral's SVI methodology and valuation of American options using Kim integral equations☆29Updated 4 years ago
- ☆49Updated 8 months ago
- Quantamental finance research with python☆144Updated 2 years ago
- generic project files☆38Updated 8 years ago
- ☆76Updated last week
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆126Updated 2 months ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆40Updated 3 years ago
- Documentation for QuantLib-Python☆98Updated 6 months ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 4 years ago
- FFT-based Option Pricing Methods in Python☆59Updated 6 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆155Updated 6 years ago
- Python tools to quantitatively manage financial risk☆65Updated 5 years ago