Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
☆43Aug 9, 2021Updated 5 years ago
Alternatives and similar repositories for fixed-income-and-credit
Users that are interested in fixed-income-and-credit are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Cash flow and analytics engine for mortgage-backed securities (MBS)☆13Apr 5, 2022Updated 4 years ago
- Codes given in "Derivative Analytics with Python - Yves Hilpisch" Book☆20May 18, 2017Updated 9 years ago
- Fixed income related calculations in Python☆21Apr 24, 2021Updated 5 years ago
- Master's degree dissertation: Yield Curve Modeling with Principal component analysis.☆24Jun 12, 2025Updated last year
- Fixed-Income-Quant-Trading Projects☆17Jul 21, 2018Updated 8 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- PYTHON CODE WALKTHROUGH Data Sourcing In order to run a discounted cash flow model (DCF), I needed data, so I found a free API that provi…☆21Jul 8, 2020Updated 6 years ago
- Interest-rate modeling and Fixed Income Pricing in Python☆12Dec 23, 2020Updated 5 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Apr 10, 2020Updated 6 years ago
- Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swap…☆11Oct 31, 2026Updated last week
- Predictive yield curve modeling in reduced dimensionality☆45Feb 21, 2023Updated 3 years ago
- Simple python/streamlit web app for European option pricing using Black-Scholes model, Monte Carlo simulation and Binomial model. Spot pr…☆334Jan 17, 2025Updated last year
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆144Mar 1, 2026Updated 8 months ago
- Writing zero-knowledge circuits using gnark to expand the existing library – Focus on Financial Circuit Development and Approach☆14Nov 17, 2025Updated 11 months ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Python FX trading via the OANDA V20 REST API☆16Oct 17, 2017Updated 9 years ago
- Hedge opportunities on PredictIt due to inefficient pricing in correlated markets☆14Oct 23, 2026Updated 2 weeks ago
- ☆14Oct 10, 2024Updated 2 years ago
- KAIST(Korea Advanced Institute of Science and Technology) Financial Engineering( Derivatives) Course Code+@☆29Apr 22, 2022Updated 4 years ago
- Asset basket allocator bot built with FastAPI, PyPortfolioOpt, Magentic and OpenBB☆15Mar 12, 2026Updated 7 months ago
- SOFR curve bootstrapping☆28Jul 17, 2020Updated 6 years ago
- Code and templates for setting up the Elasticsearch backend for the slice-and-dice API☆16Aug 15, 2024Updated 2 years ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆129Nov 2, 2023Updated 3 years ago
- modeling FICC market with QuantLib☆25Sep 19, 2026Updated last month
- 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.
- US Treasuries Yield Curve Data☆30Mar 12, 2022Updated 4 years ago
- Built a pairs trading strategy in emerging markets using a rolling Kalman-filter beta and spread half-life, with z-score position sizing,…☆19Aug 10, 2024Updated 2 years ago
- Gamma Scalping Trading Strategies☆28May 7, 2016Updated 10 years ago
- Basic package for fitting yield-curves and other things.☆21Dec 18, 2020Updated 5 years ago
- Program to forecast Barley crop yields in the North Western United States☆10Oct 2, 2020Updated 6 years ago
- CLI tool to interface with the FRED (Federal Reserve Economic Data) API.☆10Aug 27, 2020Updated 6 years ago
- Fixed income tools for R☆64May 10, 2025Updated last year
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆88Aug 21, 2018Updated 8 years ago
- 이베스트 API를 통한 실시간 틱 데이터 수집☆41Apr 29, 2019Updated 7 years 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.
- Affine Term-Structure Models: Theory and Implementation☆14Apr 6, 2020Updated 6 years ago
- QLDDS - Data Distribution Service for QuantLib☆11Dec 18, 2022Updated 3 years ago
- Practical, hands-on risk modeling, risk assessment and verifications of risk models across major risk classes and understanding risk regu…☆22May 19, 2022Updated 4 years ago
- Python Jupyter Notebooks for Financial Portfolio Optimization☆40Aug 25, 2018Updated 8 years ago
- Deep Reinforcement Learning Framework for Factor Investing☆31Mar 25, 2023Updated 3 years ago
- Financial data and computation for Finec MGIMO students.☆13Mar 16, 2023Updated 3 years ago
- ☆10Apr 10, 2023Updated 3 years ago