Alternatives and similar repositories for TmVal:

Users that are interested in TmVal are comparing it to the libraries listed below

• jbalm / ActuarialCashFlowModel
  Actuarial cash flow model
  ☆20Updated 7 years ago
• jason-ash / pyesg
  Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.
  ☆132Updated last year
• enexqnt / RBAA
  Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference
  ☆25Updated 2 years ago
• acturtle / cashflower
  An open-source Python framework for actuarial cash flow models
  ☆43Updated last week
• open-risk / scenarioGenerator
  A python library for generating macro-economic scenarios
  ☆10Updated 4 months ago
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆41Updated 3 years ago
• montrixdev / mxdevtool-python
  Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )
  ☆29Updated last year
• genedan / MIES
  Miniature Insurance Economic Simulator
  ☆22Updated 4 years ago
• fumitoh / modelx
  Use Python like a spreadsheet!
  ☆101Updated last week
• jrvarma / bond_pricing
  Bond pricing using YTM or zero curve. Also basic NPV/IRR functions
  ☆32Updated 7 months ago
• max-fitzpatrick / bond_pricer
  Python class and jupyter iPython notebook for pricing a fixed coupon bond
  ☆24Updated 6 years ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• epogrebnyak / data-ust
  US Treasuries Yield Curve Data
  ☆24Updated 3 years ago
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆33Updated 6 years ago
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 5 years ago
• terence-lim / financial-data-science-notebooks
  Practical financial data science examples applying statistics, time series analysis, graph analytics, backtesting, machine learning, natu…
  ☆35Updated last month
• VanekPetr / investment-funnel
  Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…
  ☆62Updated this week
• andreranza / pca-yield-curve-modelling
  Master's degree dissertation: Yield Curve Modeling with Principal component analysis.
  ☆22Updated 4 years ago
• trollefson / elizur
  Elizur is a finance library for actuaries, finance professionals, and students
  ☆27Updated 5 years ago
• asaficontact / FX_forecasting_model
  Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
  ☆31Updated 2 years ago
• druce / swr
  Safe withdrawal rate using flexible investing and withdrawal schedules and optimizers
  ☆30Updated 4 years ago
• AIM-IT4 / InterestRateModelsCpp
  ☆24Updated last year
• 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
  ☆51Updated 4 years ago
• simicd / smith-wilson-py
  Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rate…
  ☆19Updated 8 months ago
• mcf-long-short / fixed-income-and-credit
  Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…
  ☆29Updated 3 years ago
• cvxgrp / cvxrisk
  Compile risk with cvxpy
  ☆13Updated 2 weeks ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆55Updated last year
• bank-of-england / InterpretableMLWorkflow
  ☆16Updated 10 months ago
• BrookingsInstitution / Treasury-Debt-Model
  ☆25Updated 2 years ago
• luphord / yield_curve_dynamics
  A cursory look at the dynamics of zero coupon bond yield curves.
  ☆13Updated 2 years ago