Alternatives and similar repositories for PricingTermStructure

Users that are interested in PricingTermStructure are comparing it to the libraries listed below

• 1IfByLAN2IfByC / Diebold_BondYield
  Recreation of Diebold and Li: Forecasting the term structure of government bond yields in python.
  ☆26Updated 9 years ago
• jasonzy121 / Deep_Learning_Asset_Pricing
  ☆75Updated 2 years ago
• werleycordeiro / Dynamic_Nelson_Siegel_Svensson_Kalman_Filter
  Python Package: Fitting and Forecasting the yield curve
  ☆38Updated 4 years ago
• wesley1001 / factorlab
  FactorLab is a python library which enables the transformation of raw data into informative alpha and risk factors used in the investment…
  ☆27Updated 3 years ago
• vilkovgr / qmoms
  qmoms package to compute option-implied moments from surface data
  ☆22Updated last year
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆124Updated last year
• christianjauregui / famafrench
  Python package designed to construct and replicate datasets from Ken French's online library by accessing WRDS remotely through its cloud…
  ☆39Updated 3 months ago
• HoangT1215 / Finance-papers-replication
  My replication of financial papers.
  ☆19Updated 7 years ago
• Feng-CityUHK / EquityCharacteristics
  Calculate U.S. equity (portfolio) characteristics
  ☆98Updated last year
• mgao6767 / frds
  Financial research data services for academics.
  ☆98Updated last month
• tomasrubin / yield-curve-forecasting
  This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
  ☆25Updated 4 years ago
• bashtage / mfe-toolbox
  ☆109Updated 3 years ago
• JustinMShea / ExpectedReturns
  ☆55Updated 2 months ago
• luphord / yield_curve_dynamics
  A cursory look at the dynamics of zero coupon bond yield curves.
  ☆15Updated 2 years ago
• dpicone1 / Vasicek_CIR_HoLee_HullWhite_Models_Python
  Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes
  ☆52Updated 5 years ago
• blake-marsh / GARCH_replication
  Replication of key GARCH model papers
  ☆34Updated 9 years ago
• OpenSourceAP / CrossSectionDemos
  Example code of simple things one can do with our open-source asset pricing data
  ☆54Updated last year
• xuruilong100 / QuantLibPythonExamples
  Reimplementing QuantLib examples by Python
  ☆66Updated 3 years ago
• xiubooth / ML_Codes
  Empirical Data and Some Simulation Codes
  ☆105Updated 6 years ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆116Updated 2 years ago
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆42Updated last year
• dppalomar / covFactorModel
  Covariance Matrix Estimation via Factor Models
  ☆36Updated 6 years ago
• mk0417 / momentum
  Replication of momentum strategy
  ☆18Updated 3 years ago
• luphord / longstaff_schwartz
  A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
  ☆43Updated last year
• tinoproductions / DirtyQuant
  Code that I show on my YouTube Channel
  ☆103Updated 2 years ago
• yitaohu88 / Empirical-Method-in-Finance
  Winter 2020 Course description: Econometric and statistical techniques commonly used in quantitative finance. Use of estimation applicat…
  ☆43Updated 4 years ago
• supreeth8 / Term_structure_modeling
  Yield curve Interpolation using cubic spline and nelson Seigel model
  ☆15Updated 6 years ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆95Updated 7 months ago
• LouisChen1992 / Deep_Learning_in_Asset_Pricing
  https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3350138
  ☆140Updated 4 years ago
• xuruilong100 / ATSMTI
  Affine Term-Structure Models: Theory and Implementation
  ☆13Updated 5 years ago