shreysrins / bond-calculator
CLI bond calculator that computes bond YTM, price, duration, and convexity.
☆27Updated 3 years ago
Alternatives and similar repositories for bond-calculator:
Users that are interested in bond-calculator are comparing it to the libraries listed below
- Financial research data services for academics.☆88Updated 3 months ago
- ☆47Updated 8 months ago
- Design of Risk Parity Portfolios☆108Updated 2 years ago
- Macrosynergy Quant Research☆126Updated this week
- Bond pricing using YTM or zero curve. Also basic NPV/IRR functions☆32Updated 7 months ago
- ☆72Updated 4 months ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆31Updated 3 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆15Updated 5 years ago
- My replication of financial papers.☆19Updated 6 years ago
- Fixed income tools for R☆59Updated last year
- Code that I show on my YouTube Channel☆98Updated 2 years ago
- Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…☆156Updated 6 years ago
- ☆18Updated this week
- PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…☆40Updated 3 years ago
- Simple financial dashboard powered by OpenBB and Streamlit. App displays stocks, bonds, currencies, cryptos, indices, and alt economic da…☆31Updated last year
- Pricing the Term Structure with Linear Regressions☆37Updated 7 years ago
- ☆78Updated 2 months ago
- A collection of projects published by Bloomberg's Quantitative Finance Research team.☆116Updated 3 years ago
- The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to ma…☆154Updated last year
- Realized Volatility Forecasting modeling☆15Updated 7 years ago
- Example projects and Tutorials demonstrating access to the Refinitiv Data Platform using the Refinitiv Data Library for Python☆93Updated last month
- A shiny application to explore the basics of option evaluation☆15Updated 7 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆117Updated last year
- Quantamental finance research with python☆146Updated 2 years ago
- Portfolio Construction and Risk Management book's Python code.☆90Updated 2 weeks ago
- Teaching Resources for Cuemacro courses☆53Updated 2 weeks ago
- Economic scenario generator for python: simulate stocks, interest rates, and other stochastic processes.☆131Updated last year
- ☆25Updated 2 years ago
- Example code of simple things one can do with our open-source asset pricing data☆51Updated 8 months ago
- Monthly net new cash flow into various mutual fund investment classes (equities, bonds etc).☆33Updated last month