Alternatives and similar repositories for bond_pricing:

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

• ahgperrin / PyCurve
  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
• cuemacro / teaching
  Teaching Resources for Cuemacro courses
  ☆53Updated 2 weeks ago
• pjgranahan / qfrm
  Python tools to quantitatively manage financial risk
  ☆65Updated 5 years ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 5 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆116Updated last year
• mrefermat / FinancePhD
  Development space for PhD in Finance
  ☆33Updated 4 years ago
• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆96Updated 6 months ago
• genedan / TmVal
  Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
  ☆32Updated 3 years ago
• miradulo / isda_daycounters
  ISDA day-count conventions with year-fractions and daycounts
  ☆26Updated 4 years ago
• tzhangwps / Turbulence-and-Systemic-Risk
  Project description: https://medium.com/@tzhangwps/measuring-financial-turbulence-and-systemic-risk-9d9688f6eec1?source=friends_link&sk=1…
  ☆25Updated 8 months ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆75Updated 6 years ago
• scikit-portfolio / scikit-portfolio
  A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.
  ☆54Updated last year
• stefan-jansen / empyrical-reloaded
  Common financial risk and performance metrics. Used by zipline and pyfolio.
  ☆62Updated 2 months ago
• miabrahams / PricingTermStructure
  Pricing the Term Structure with Linear Regressions
  ☆36Updated 6 years ago
• luphord / yield_curve_dynamics
  A cursory look at the dynamics of zero coupon bond yield curves.
  ☆11Updated 2 years ago
• max-fitzpatrick / bond_pricer
  Python class and jupyter iPython notebook for pricing a fixed coupon bond
  ☆23Updated 6 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆113Updated this week
• jdvelasq / cashflows
  Financial investment modeling and advanced engineering economics using Python
  ☆82Updated last year
• FinanceAndPython / FinanceAndPython.com
  ☆30Updated last year
• BrookingsInstitution / Treasury-Debt-Model
  ☆25Updated 2 years ago
• eguidotti / bidask
  Efficient Estimation of Bid-Ask Spreads from Open, High, Low, and Close Prices
  ☆106Updated last month
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆18Updated 6 years ago
• econdb / inquisitor
  Python Interface to econdb.com API
  ☆48Updated 2 years ago
• prmkowalski / filib
  Factor Investing Library
  ☆23Updated 2 years ago
• David-Woroniuk / FedTools
  An open source library for the extraction of Federal Reserve Data.
  ☆21Updated last year
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆116Updated last year
• vilen22 / sofr
  SOFR curve bootstrapping
  ☆23Updated 4 years ago
• matthewgilbert / blp
  Pythonic interface for Bloomberg Open API
  ☆122Updated 6 months ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆43Updated 6 years ago
• bernhard-pfann / pca-yield-curve-analytics
  Predictive yield curve modeling in reduced dimensionality
  ☆43Updated last year