milton-rocha / rendafixaLinks
Repositório dedicado à modelagem e cálculos em renda fixa
☆12Updated 3 years ago
Alternatives and similar repositories for rendafixa
Users that are interested in rendafixa are comparing it to the libraries listed below
Sorting:
- Capturar dados de curvas de juros (ettj) usadas no Brasil.☆14Updated 10 months ago
- FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.☆13Updated 4 years ago
- Python interface to Brazilian Central Bank web services☆105Updated 8 months ago
- Extract Brazilian financial data from a wide range of Internet sources: B3, ANBIMA, CVM☆28Updated 2 weeks ago
- OM Quant Fin is a modern Python library for quantitative trading analysis. Our mission is to make your quant life easier and more accurat…☆16Updated 4 months ago
- A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithms☆15Updated 3 years ago
- Python and finacial data☆91Updated last year
- ☆10Updated 2 years ago
- Jupyter notebooks que acompanham o livro "Modelos de Volatilidade para Derivativos"☆57Updated 2 years ago
- Quant Research☆98Updated last month
- Algo Trading Research & Documentation☆30Updated 5 months ago
- Download Bovespa Stock Market fundamentals with Python.☆89Updated 3 years ago
- Macrosynergy Quant Research☆164Updated this week
- Finanças Quantitativas com Python: Calculando a expectativa de retorno com CAPM, Calculando o Beta de um Ação, Calculando o Índice de S…☆19Updated 3 years ago
- scraper anbima☆14Updated 6 months ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Updated 5 years ago
- Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)☆83Updated last year
- Performance Anayltics for Investment Portfolios☆48Updated 5 years ago
- ☆47Updated 2 years ago
- Low Latency Interest Rate Markets – Theory, Pricing and Practice☆244Updated 10 months ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆302Updated this week
- This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…☆126Updated 2 months ago
- This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are orga…☆38Updated last year
- Repo for code examples in Quantitative Finance with Python by Chris Kelliher☆159Updated 2 years ago
- Code for the "Trading com Dados" blog☆26Updated 4 years ago
- Python Financial ENGineering (PyFENG package in PyPI.org)☆177Updated 3 months ago
- Implementation of the Nelson-Siegel-Svensson interest rate curve model.☆122Updated 2 years ago
- Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.☆273Updated 2 weeks ago
- Pythonic interface for Bloomberg Open API☆141Updated last month
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆50Updated 4 years ago