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. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- CTP with python3.4.3☆10Aug 1, 2017Updated 8 years ago
- The quantitative investing strategies called 'TIPP' and 'CPPI'☆11Nov 8, 2020Updated 5 years ago
- RedTorch网页应用☆16Updated this week
- Dynamic Nelson Siegel Model☆14Mar 6, 2019Updated 7 years ago
- some interest rate models such as Vasicek and dynamic Nelson-Siegel model☆19May 26, 2020Updated 5 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 资产配置,BL模型和风险平价模型☆18Jan 16, 2018Updated 8 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
- Set up an async pipeline in python using Celery, RabbitMQ and MongoDB. This repo covers the end to end deployment of an async pipeline fo…☆13Sep 23, 2022Updated 3 years ago
- Simple trend predictions for bitcoin price data and cryptocurrency market capitalization.☆12Jan 20, 2018Updated 8 years ago
- 这是一个整合fisco-bcos和springboot的项目☆11Aug 2, 2024Updated last year
- ☆11Dec 18, 2015Updated 10 years ago
- Relative Rotation Graph☆12May 31, 2021Updated 4 years ago
- Oracle Berkeley DB sourcecode☆12May 5, 2014Updated 11 years ago
- Quool, a quantum financial tool, supporting native file data access, database access, crawler data access, and backtest together with ana…☆14Apr 4, 2026Updated 2 weeks ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- 基于`baidu amis`的`pydantic`数据模型构建库,用于快速生成/解析`amis` `json` 数据.☆13Jun 18, 2022Updated 3 years ago
- Java implementation of Online LDA Algorithm☆15Dec 24, 2013Updated 12 years ago
- 受https://nof1.ai/ 启发编写的策略信号自动交易模型☆37Feb 5, 2026Updated 2 months ago
- ☆10Nov 24, 2016Updated 9 years ago
- 量化FOF框架☆13Mar 8, 2019Updated 7 years ago
- Addons (analyzers, observers, indicators, data feeds etc) for backtrader☆33Nov 7, 2023Updated 2 years ago
- Implementation of panel data regression (first differences, fixed effects) in python (numpy, pandas)☆13May 12, 2016Updated 9 years ago
- 一个C#实现的Actor例子