Bond pricing using YTM or zero curve. Also basic NPV/IRR functions
☆37Sep 25, 2024Updated last year
Alternatives and similar repositories for bond_pricing
Users that are interested in bond_pricing are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A assorted collection of free and open notes, courses and books in Statistical learning☆14Oct 4, 2025Updated 11 months ago
- R package for financial present value functions and option pricing☆13Nov 5, 2021Updated 4 years ago
- A Notepad Inside RStudio☆19Jan 29, 2024Updated 2 years ago
- ISDA day-count conventions with year-fractions and daycounts☆27Aug 25, 2020Updated 6 years ago
- Jupyter notebooks of "Financial Numerical Recipes in C++" written in Python☆17Sep 2, 2016Updated 10 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- The Valuation of Convertible Bonds with Credit Risk (for Honours in Advanced Mathematics of Finance research project, at the University o…☆11Nov 23, 2012Updated 13 years ago
- Real-Time US Treasury Yields and Prices; Bond analyses and options functions including all the 'Greeks' (R Package)☆12Feb 29, 2016Updated 10 years ago
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Feb 12, 2018Updated 8 years ago
- User-written MATLAB code/solutions for the chapter exercises in Microeconometrics and MATLAB: An Introduction by Adams, Clarke and Quinn …☆15Mar 19, 2018Updated 8 years ago
- Collection of Models related to market making☆18Jan 25, 2021Updated 5 years ago
- Quantile Local Projections☆12Aug 8, 2022Updated 4 years ago
- Network analysis with Input-Output Matrix. Project developed as a conclusion of my graduation in economics where I explored the use of ne…☆14Oct 13, 2019Updated 6 years ago
- EcoFin is a quantitative economic library☆14Apr 4, 2021Updated 5 years ago
- ☆13Apr 16, 2021Updated 5 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆39Jun 8, 2021Updated 5 years ago
- Python tools to quantitatively manage financial risk☆68Nov 16, 2019Updated 6 years ago
- A chrome extension that allows you to click on a phone number and send it directly to a grandstream handset to initiate a call☆15Feb 24, 2021Updated 5 years ago
- ☆11Jun 17, 2021Updated 5 years ago
- More than check-in for HoYoverse games.☆12May 31, 2026Updated 3 months ago
- Quarto JupyterLab Extension☆30Jul 10, 2026Updated 2 months ago
- Political Data Science☆20May 8, 2018Updated 8 years ago
- Active Statistics book web page☆12Jan 3, 2025Updated last year
- Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine☆21Aug 24, 2022Updated 4 years ago
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- http response/request parser for rust☆15Aug 10, 2015Updated 11 years ago
- Packed User Exhibition Resources☆11Updated this week
- WIP: Hacking on clang-tidy checks and fixes for Bitcoin Core☆11Jul 10, 2023Updated 3 years ago
- The Monte Carlo valuation app is a Streamlit web application leveraging a probabilistic approach to company valuation.☆23Jan 12, 2025Updated last year
- ☆18Feb 13, 2022Updated 4 years ago
- A brief demo of real-time plotting with Plotly, Go, and server-sent events☆15Mar 18, 2022Updated 4 years ago
- Generally applicable Terra utilities.☆15Feb 10, 2015Updated 11 years ago
- A SoundCloud client and music player that can be extended via plugins.☆11Jan 29, 2017Updated 9 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆179Feb 28, 2026Updated 6 months ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Markov Switching Models for Statsmodels☆24Jun 21, 2016Updated 10 years ago
- Retrieving historical financial stocks data from MorningStar☆29Aug 15, 2015Updated 11 years ago
- GitHub Action to run Ultroid on Github☆13Dec 31, 2021Updated 4 years ago
- Codes to accompany the paper "Matlab, Python, Julia: What to Choose in Economics?" by Chase Coleman, Spencer Lyon, Lilia Maliar, and Serg…☆23Jul 9, 2019Updated 7 years ago
- Mirror of official compiler-rt git repository located at http://llvm.org/git/compiler-rt. Updated every five minutes.☆11Nov 26, 2018Updated 7 years ago
- A convenient D wrapper around JNI.☆14Jul 6, 2013Updated 13 years ago
- CVXPY Portfolio Optimization Sample☆45Feb 4, 2017Updated 9 years ago