genedan / TmVal
Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
☆33Updated 3 years ago
Alternatives and similar repositories for TmVal:
Users that are interested in TmVal are comparing it to the libraries listed below
- Actuarial cash flow model☆20Updated 7 years 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
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆23Updated 6 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆30Updated last year
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆131Updated last year
- Use Python like a spreadsheet!☆102Updated 3 weeks ago
- An open-source Python framework for actuarial cash flow models☆42Updated this week
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Updated 2 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- Implementation with a Jupyter Notebook of the VIX index modelization provided in its CBOE white paper.☆21Updated 5 years ago
- 📦 Python library to create Fan Charts as introduced by the Bank of England in 1996☆17Updated last year
- A cursory look at the dynamics of zero coupon bond yield curves.☆11Updated 2 years ago
- Systemorph IFRS 17 Calculation Engine☆29Updated 11 months ago
- ☆22Updated last year
- Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes☆49Updated 4 years ago
- ☆31Updated last year
- Elizur is a finance library for actuaries, finance professionals, and students☆28Updated 4 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆117Updated last year
- Implementation of the Smith-Wilson yield curve fitting algorithm in Python for interpolations and extrapolations of zero-coupon bond rate…☆19Updated 6 months ago
- A python library for generating macro-economic scenarios☆11Updated 2 months ago
- A Python module for easily retrieving and manipulating data series from Federal Reserve Economic Data (FRED)☆56Updated last month
- Python programs for constructing various economic datasets☆55Updated 4 months ago
- Implementation of Modern Portfolio Theory and Black Litterman Model☆19Updated 2 years ago
- ☆25Updated 2 years ago
- Miniature Insurance Economic Simulator☆23Updated 3 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆29Updated 3 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- Contains data and documentation for paper: "Valuing Private Equity Investments Strip by Strip" with Arpit Gupta and Stijn Van Nieuwerburg…☆22Updated 3 years ago
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated 7 months ago