Alternatives and similar repositories for SwapsBook

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

• LechGrzelak / FinancialEngineering_IR_xVA
  ☆226Updated last year
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆166Updated last month
• nburgessx / QuantResearch
  Quant Research
  ☆81Updated 4 months ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆81Updated 10 months ago
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆260Updated last week
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆117Updated 2 weeks ago
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆194Updated 7 months ago
• LechGrzelak / Computational-Finance-Course
  Here you will find materials for the course of Computational Finance
  ☆439Updated last year
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆147Updated this week
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆92Updated 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) …
  ☆252Updated last week
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆136Updated last year
• colejhudson / goldman-sachs-quantitative-strategies-research-notes
  Goldman Sachs - Quantitative Strategies Research Notes
  ☆355Updated 4 years ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆114Updated this week
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆20Updated last year
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆432Updated 4 years ago
• ynouri / pysabr
  SABR model Python implementation
  ☆521Updated 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)
  ☆79Updated 4 years ago
• amuguruza / NN-StochVol-Calibrations
  We implement the paper: Deep Learning Volatility
  ☆190Updated 5 years ago
• quantrocket-codeload / quant-finance-lectures
  Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.
  ☆465Updated last year
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆244Updated 7 years ago
• nburgessx / nburgessx.github.io
  Web Repository
  ☆9Updated 3 years ago
• hudson-and-thames / backtest_tutorial
  ☆139Updated last year
• MarcosCarreira / DermanPapers
  Notebooks that replicate original quantitative finance papers from Emanuel Derman
  ☆500Updated 7 years ago
• junsu489 / volatility_arbitrage
  volatility arbitrage in Heston model
  ☆51Updated 3 months ago
• milenavuletic / VolGAN
  Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"
  ☆87Updated 4 months ago
• TheQuantPy / youtube-tutorials
  Collection of resources used on QuantPy YouTube channel.
  ☆233Updated last year
• yc-liu / readings
  ☆106Updated 7 years ago
• SparkAbhi / SignalProcessingWithPython
  Signal processing examples in python
  ☆147Updated 5 years ago