jrvarma / bond_pricingLinks
Bond pricing using YTM or zero curve. Also basic NPV/IRR functions
☆33Updated 11 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:
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆32Updated 4 years ago
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆137Updated 2 years ago
- Documentation for QuantLib-Python☆112Updated 2 months ago
- Use Python like a spreadsheet!☆108Updated last week
- Teaching Resources for Cuemacro courses☆54Updated 4 months ago
- Design of Risk Parity Portfolios☆115Updated 2 years ago
- Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.☆136Updated 6 years ago
- Actuarial cash flow model☆21Updated 8 years ago
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆45Updated 4 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆121Updated last year
- Python class and jupyter iPython notebook for pricing a fixed coupon bond☆24Updated 6 years ago
- Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python☆110Updated 5 months ago
- ISDA day-count conventions with year-fractions and daycounts☆26Updated 5 years ago
- Reimplementing QuantLib examples by Python☆65Updated 2 years ago
- Material accompanying the MOSEK Portfolio Optimization Cookbook☆94Updated 11 months 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…☆64Updated 4 months ago
- ☆51Updated last year
- Website dedicated to a book on machine learning for factor investing☆230Updated 2 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 6 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆163Updated 6 years ago
- Covariance Matrix Estimation via Factor Models☆36Updated 6 years ago
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆32Updated last year
- Pricing the Term Structure with Linear Regressions☆41Updated 7 years ago
- An intuitive Bloomberg API☆272Updated 4 months ago
- Python tools to quantitatively manage financial risk☆68Updated 5 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆49Updated 2 years ago
- Development space for PhD in Finance☆33Updated 5 years ago
- Event Study package is an open-source python project created to facilitate the computation of financial event study analysis.☆68Updated last year
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆126Updated 3 years ago
- Functions for the construction of risk-based portfolios☆53Updated 4 years ago