jrvarma / bond_pricing
Bond pricing using YTM or zero curve. Also basic NPV/IRR functions
☆31Updated 6 months ago
Alternatives and similar repositories for bond_pricing:
Users that are interested in bond_pricing are comparing it to the libraries listed below
- Python tools to quantitatively manage financial risk☆66Updated 5 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆39Updated 3 years ago
- Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python☆90Updated this week
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆117Updated last year
- 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
- Pricing the Term Structure with Linear Regressions☆37Updated 7 years ago
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆115Updated 3 years ago
- Covariance Matrix Estimation via Factor Models☆32Updated 6 years ago
- Factor Investing Library☆26Updated 2 years ago
- My replication of financial papers.☆19Updated 6 years ago
- Actuarial cash flow model☆20Updated 7 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆154Updated 6 years ago
- Teaching Resources for Cuemacro courses☆53Updated last month
- ☆31Updated last year
- Macrosynergy Quant Research☆121Updated this week
- Source code for Deep Fundamental Factor Models, https://arxiv.org/abs/1903.07677☆59Updated 2 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆54Updated last year
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆71Updated 4 months ago
- ISDA day-count conventions with year-fractions and daycounts☆27Updated 4 years ago
- Documentation for QuantLib-Python☆100Updated 7 months ago
- Example code of simple things one can do with our open-source asset pricing data☆50Updated 7 months ago
- An open source library for the extraction of Federal Reserve Data.☆21Updated last year
- Financial security modelling with Python and QuantLib☆34Updated 10 years ago
- ☆97Updated 3 years ago
- ☆55Updated 8 months ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆77Updated 7 months ago
- This is a work-in-progress book for beginners on commodity price analysis from a fundamental perspective.☆14Updated 5 months ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆30Updated last year