Alternatives and similar repositories for SwapsBook

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

• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆197Updated last week
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆206Updated last year
• nburgessx / QuantResearch
  Quant Research
  ☆98Updated last month
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆83Updated last year
• LechGrzelak / FinancialEngineering_IR_xVA
  ☆252Updated last year
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆275Updated this week
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆126Updated 3 months ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆106Updated 3 years ago
• ynouri / pysabr
  SABR model Python implementation
  ☆570Updated 3 years ago
• s0ap / gs-quantitative-strategies-research-notes
  Collection of papers from the Goldman Sachs Quantitative Strategies Research Notes series (published in the '90s)
  ☆350Updated last month
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆164Updated this week
• LechGrzelak / Computational-Finance-Course
  Here you will find materials for the course of Computational Finance
  ☆479Updated last year
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆30Updated 5 months ago
• TheQuantPy / youtube-tutorials
  Collection of resources used on QuantPy YouTube channel.
  ☆268Updated 3 weeks ago
• colejhudson / goldman-sachs-quantitative-strategies-research-notes
  Goldman Sachs - Quantitative Strategies Research Notes
  ☆386Updated 5 years ago
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆161Updated 2 years ago
• attack68 / rateslib
  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
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆164Updated last week
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆252Updated 7 years ago
• hudson-and-thames / backtest_tutorial
  ☆152Updated 2 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆47Updated 2 years ago
• amuguruza / NN-StochVol-Calibrations
  We implement the paper: Deep Learning Volatility
  ☆204Updated 5 years ago
• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆449Updated 5 years ago
• JynxC98 / quantitative_finance
  Codes for the concepts related to quantitative finance
  ☆58Updated last month
• clfrenchgit / gdax-bot
  HFT signals on GDAX
  ☆113Updated 8 years ago
• quantsbin / Quantsbin
  Quantitative Finance tools
  ☆597Updated 2 years ago
• PythonCharmers / QuantFinance
  Top training materials in quantitative finance
  ☆582Updated 4 months ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆103Updated 10 months ago
• bbcho / finoptions-dev
  ☆287Updated last year
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆67Updated 9 months ago