jrvarma / bond_pricingLinks
Bond pricing using YTM or zero curve. Also basic NPV/IRR functions
☆33Updated 10 months ago
Alternatives and similar repositories for bond_pricing
Users that are interested in bond_pricing are comparing it to the libraries listed below
Sorting:
- ISDA day-count conventions with year-fractions and daycounts☆26Updated 4 years ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆32Updated 4 years ago
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆137Updated 6 years ago
- Python tools to quantitatively manage financial risk☆68Updated 5 years ago
- Documentation for QuantLib-Python☆112Updated last month
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆136Updated 2 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆44Updated 3 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆120Updated last year
- Teaching Resources for Cuemacro courses☆54Updated 4 months ago
- Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python☆107Updated 4 months ago
- Website dedicated to a book on machine learning for factor investing☆228Updated 2 years ago
- Financial security modelling with Python and QuantLib☆33Updated 11 years ago
- Use Python like a spreadsheet!☆104Updated last week
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆49Updated 2 years ago
- Python package for downloading data from the Bureau of Economic Analysis (BEA) data API.☆71Updated 4 years ago
- Design of Risk Parity Portfolios☆115Updated 2 years ago
- R package for financial simulation☆44Updated 2 months ago
- Covariance Matrix Estimation via Factor Models☆36Updated 6 years ago
- Financial investment modeling and advanced engineering economics using Python☆87Updated 2 years ago
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Composite Indicators Framework for Business Cycle Analysis☆62Updated 3 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.☆57Updated last year
- 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…☆63Updated 4 months ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆31Updated last year
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆125Updated 3 years ago
- Python Code for Meucci Related Blog Posts☆16Updated 9 years ago
- Actuarial cash flow model☆21Updated 8 years ago
- Example code of simple things one can do with our open-source asset pricing data☆54Updated 11 months ago
- Python interface to the Refinitiv Datastream (former Thomson Reuters Datastream)☆72Updated 3 years ago