Alternatives and similar repositories for SwapsBook:

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

• LechGrzelak / FinancialEngineering_IR_xVA
  ☆214Updated 11 months ago
• ArturSepp / StochVolModels
  Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…
  ☆152Updated last month
• nburgessx / AlgoTrading
  Algo Trading Research & Documentation
  ☆16Updated 8 months ago
• nburgessx / QuantResearch
  Quant Research
  ☆68Updated 2 weeks ago
• nburgessx / Papers
  My Quant Research Papers (incl. Coding & Excel Examples)
  ☆108Updated 3 months ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆68Updated 2 years ago
• robcarver17 / pysystemtrade_examples
  Examples using pysystemtrade for my blog qoppac.blogspot.com
  ☆215Updated 6 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) …
  ☆187Updated this week
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆95Updated last month
• gjimzhou / MTH9879-Market-Microstructure-Models
  A collection of homeworks of market microstructure models.
  ☆221Updated 6 years ago
• ynouri / pysabr
  SABR model Python implementation
  ☆478Updated 2 years ago
• vicaws / arbitragerepair
  Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.
  ☆116Updated last year
• fortitudo-tech / fortitudo.tech
  Entropy Pooling views and stress-testing combined with Conditional Value-at-Risk (CVaR) portfolio optimization in Python.
  ☆250Updated 3 weeks ago
• bbcho / finoptions-dev
  ☆215Updated last year
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆77Updated 6 months ago
• clfrenchgit / gdax-bot
  HFT signals on GDAX
  ☆89Updated 7 years ago
• robcarver17 / systematictradingexamples
  Examples of code related to book www.systematictrading.org and blog qoppac.blogspot.com
  ☆392Updated 4 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆115Updated this week
• federicomariamassari / financial-engineering
  Applications of Monte Carlo methods to financial engineering projects, in Python.
  ☆387Updated 7 years ago
• ArturSepp / QuantInvestStrats
  Quantitative Investment Strategies (QIS) package implements Python analytics for visualisation of financial data, performance reporting, …
  ☆252Updated last week
• amuguruza / NN-StochVol-Calibrations
  We implement the paper: Deep Learning Volatility
  ☆182Updated 4 years ago
• fortitudo-tech / pcrm-book
  Portfolio Construction and Risk Management book's Python code.
  ☆73Updated 2 weeks ago
• LechGrzelak / Computational-Finance-Course
  Here you will find materials for the course of Computational Finance
  ☆398Updated 11 months ago
• federicomariamassari / willowtree
  Robust and flexible Python implementation of the willow tree lattice for derivatives pricing.
  ☆253Updated 6 years ago
• lingyixu / Quant-Finance-With-Python-Code
  Repo for code examples in Quantitative Finance with Python by Chris Kelliher
  ☆107Updated last year
• jkirkby3 / PROJ_Option_Pricing_Matlab
  Quant Option Pricing - Exotic/Vanilla: Barrier, Asian, European, American, Parisian, Lookback, Cliquet, Variance Swap, Swing, Forward Sta…
  ☆179Updated 3 months ago
• TheQuantPy / youtube-tutorials
  Collection of resources used on QuantPy YouTube channel.
  ☆190Updated last year
• jo-cho / Technical_Analysis_and_Feature_Engineering
  Feature Engineering and Feature Importance in Machine Learning for Financial Markets
  ☆177Updated last year
• quantsbin / Quantsbin
  Quantitative Finance tools
  ☆505Updated last year