lonlonago / YTM-Sensitivity-Analysis-VaRView external linksLinks
参照最新债券收益率计算方法计算债券的全价、净价、现金流、敏感性分析(久期、修正久期、关键期限久期、凸性)，以及单个债券及组合 VaR
☆18May 10, 2017Updated 8 years ago
Alternatives and similar repositories for YTM-Sensitivity-Analysis-VaR
Users that are interested in YTM-Sensitivity-Analysis-VaR are comparing it to the libraries listed below
Sorting:
- CTP with python3.4.3☆10Aug 1, 2017Updated 8 years ago
- RedTorch网页应用☆16Aug 25, 2021Updated 4 years ago
- Simulate and estimate volatility by GARCH with/without leverage, riskmetriks. Compute Value-at-Risk and Test on VaR Violation☆25Apr 27, 2018Updated 7 years ago
- Java implementation of Online LDA Algorithm☆15Dec 24, 2013Updated 12 years ago
- 基于论文《Do Industries Explain Momentum》对行业动量策略在A股市场的有效性进行探究☆11Jul 19, 2019Updated 6 years ago
- Implementation of panel data regression (first differences, fixed effects) in python (numpy, pandas)☆12May 12, 2016Updated 9 years ago
- 编译扣子空间生成的 jsx 网页，方便部署到自己的服务器☆15Apr 29, 2025Updated 9 months ago
- [MOVED]Taiji is a pusher consumer for kafka.☆12Mar 11, 2016Updated 9 years ago
- ☆12Mar 24, 2016Updated 9 years ago
- ICO Source Spider, write in NodeJS☆12May 4, 2018Updated 7 years ago
- ☆13Feb 28, 2019Updated 6 years ago
- Simple trend predictions for bitcoin price data and cryptocurrency market capitalization.☆12Jan 20, 2018Updated 8 years ago
- Dynamic factor models in Matlab☆13Jul 29, 2021Updated 4 years ago
- ☆11Mar 27, 2011Updated 14 years ago
- Test-driven data pipelines in pure Go☆11Jul 16, 2020Updated 5 years ago
- The hugo documents and templates repo that will be built to https://doc.networknt.com☆10Dec 21, 2024Updated last year
- Credit Risk - IRB Model Validation - BASEL Requirement☆10Jul 26, 2015Updated 10 years ago
- scrapy+selenium+phantomjs做的微信采集，遇见验证码发到打码平台☆11Feb 2, 2017Updated 9 years ago
- Dynamic Nelson Siegel Model☆13Mar 6, 2019Updated 6 years ago
- Yet another PyQt4/PyQt5 compatibility layer☆13Nov 25, 2025Updated 2 months ago
- How to apply Deep Learning to create a mean reverting portfolio☆13Nov 9, 2020Updated 5 years ago
- QUANTAXIS 实盘模块☆12Jul 30, 2017Updated 8 years ago
- smart sql builder for python☆12Nov 9, 2015Updated 10 years ago
- dhtmlxScheduler with vue.js☆11Jun 16, 2025Updated 7 months ago
- A basic node.js API wrapper for the BTCChina REST API☆18Jun 14, 2016Updated 9 years ago
- 一个C#实现的Actor例子☆12Sep 13, 2014Updated 11 years ago
- Rqalpha 集成 sentry 的扩展 Mod。实现错误日志全自动采集、处理☆10Apr 12, 2017Updated 8 years ago
- 投资组合评比器，基于python3.8和mysql8.0。由Concyclics和wingholy完成主要编程工作，可实现对于蛋卷基金和且慢基金平台投资组合信息的收集和对比。☆11Jun 18, 2021Updated 4 years ago
- ☆10Mar 24, 2022Updated 3 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 6 years ago
- Mongodb monitoring plugins for☆22May 27, 2014Updated 11 years ago
- Python通达信数据接口☆41Aug 26, 2019Updated 6 years ago
- 便捷版quantaxis（QA）☆10Jul 17, 2018Updated 7 years ago
- Drive PhantomJS 1.8+ from Node.js using Selenium's WebDriver☆76Feb 6, 2013Updated 13 years ago
- An RPC framework implemented in Node.js with https://github.com/XadillaX/illyria2 which is in use of Huaban.com.☆10Jun 21, 2023Updated 2 years ago
- my daily learning notes☆12Sep 14, 2024Updated last year
- CTP行情和交易☆11Dec 13, 2016Updated 9 years ago
- rust CTP bindgen☆13Dec 5, 2023Updated 2 years ago
- QARandomPrice_TickPrice_by_OU process☆11May 18, 2020Updated 5 years ago