wilsonfreitas / R-fixedincomeView external linksLinks
Fixed income tools for R
☆63May 10, 2025Updated 9 months ago
Alternatives and similar repositories for R-fixedincome
Users that are interested in R-fixedincome are comparing it to the libraries listed below
Sorting:
- A bunch of downloaders and parsers for data delivered from B3☆89Nov 1, 2025Updated 3 months ago
- R interface to Brazilian Central Bank web services☆99Jan 23, 2024Updated 2 years ago
- ☆26May 19, 2025Updated 8 months ago
- ☆17Mar 26, 2018Updated 7 years ago
- Real-Time US Treasury Yields and Prices; Bond analyses and options functions including all the 'Greeks' (R Package)☆11Feb 29, 2016Updated 9 years ago
- Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics☆134Feb 9, 2026Updated last week
- Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swap…☆11Mar 31, 2023Updated 2 years ago
- Research project on Financial Industry Regulatory Authority (FINRA) Trade Reporting and Compliance Engine (TRACE) academic version☆19Jun 17, 2024Updated last year
- Business Days Calculations and Utilities☆57Jan 8, 2025Updated last year
- Large language models: a primer for economists☆17Jun 11, 2025Updated 8 months ago
- Python DSGE models, Euler Equation, Math review (matrix, calc), Cash advance model☆12Feb 11, 2021Updated 5 years ago
- Repository for CRAN package GetHFData☆41Jun 30, 2020Updated 5 years ago
- Real-time perceptions of financial market stress measured using kernel PCA☆16Apr 10, 2017Updated 8 years ago
- R Wrapper for the Energy Information Administration (EIA) API☆12Sep 8, 2023Updated 2 years ago
- Programmatic access to BIS data☆20May 22, 2018Updated 7 years ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆37Jun 8, 2021Updated 4 years ago
- Easily source publicly available data on derivatives☆38Jan 9, 2022Updated 4 years ago
- Package to obtain and analyze thousands of Brazilian economic time series☆39Apr 3, 2021Updated 4 years ago
- Repository for CRAN package BatchGetSymbols☆18Feb 2, 2026Updated 2 weeks ago
- An R package for analysis of Aswath Damodaran's weighted average cost of capital (WACC) data☆12May 14, 2024Updated last year
- Data from the M-competitions☆12Dec 10, 2025Updated 2 months ago
- Generalized empirical likelihood and generalized method of moments estimators for Python☆11Feb 12, 2018Updated 8 years ago
- Financial data and computation for Finec MGIMO students.☆13Mar 16, 2023Updated 2 years ago
- Legacy C++ code for quantitative finance☆15Feb 18, 2010Updated 15 years ago
- Business days calculations and utilities☆90Jan 4, 2026Updated last month
- Out-Of-Sample Time Series Forecasting: OOS introduces a comprehensive framework for time series forecasting with traditional econometric …☆12Mar 30, 2021Updated 4 years ago
- R package for financial present value functions and option pricing☆13Nov 5, 2021Updated 4 years ago
- blotter provides transaction infrastructure for defining transactions, portfolios and accounts for trading systems and simulation. Provid…☆118Dec 14, 2024Updated last year
- Repository for simulation and estimation of CIR one factor model parameters☆12Mar 2, 2018Updated 7 years ago
- R Interface to Bloomberg Data License☆17Aug 21, 2024Updated last year
- Codes for research data sets☆13May 15, 2018Updated 7 years ago
- ☆30Jul 3, 2019Updated 6 years ago
- ☆55Aug 12, 2025Updated 6 months ago
- ☆234Aug 21, 2025Updated 5 months ago
- Interactive Documents with R☆21Jul 9, 2013Updated 12 years ago
- Vector autoregressive model in Julia☆36Jun 22, 2022Updated 3 years ago
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆36Aug 9, 2021Updated 4 years ago
- Socio-economic network and hypergraph statistics in R☆13Jun 5, 2018Updated 7 years ago
- Course on GMM, Indirect Inference and Bootstrap for Economists (graduate level)☆13Apr 8, 2022Updated 3 years ago