Alternatives and similar repositories for QuantLibPythonExamples

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

• nhaga / QuantLib-Python-Docs
  Documentation for QuantLib-Python
  ☆111Updated 3 weeks ago
• MOSEK / PortfolioOptimization
  Material accompanying the MOSEK Portfolio Optimization Cookbook
  ☆93Updated 10 months ago
• Dagalon / PyStochasticVolatility
  This repository contains different tools to simulate underlyings under SV dynamics. As well, we have implemented several tools for comput…
  ☆117Updated 3 weeks ago
• mgroncki / IPythonScripts
  Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio Optimisation, Machine Learning and Deep Le…
  ☆161Updated 6 years ago
• omartinsky / FamaFrench
  Implementation of 5-factor Fama French Model
  ☆126Updated 4 years ago
• luphord / nelson_siegel_svensson
  Implementation of the Nelson-Siegel-Svensson interest rate curve model.
  ☆120Updated last year
• thedatabeat / SVI
  ☆51Updated 8 years ago
• attack68 / book_irds3
  Code repository for Pricing and Trading Interest Rate Derivatives
  ☆93Updated 2 years ago
• JackJacquier / SSVI
  Surface SVI parameterisation and corresponding local volatility
  ☆50Updated 5 years ago
• tsando / CQF
  Assignments submitted for the Certification in Quantitative Finance (CQF) 2016
  ☆35Updated 7 years ago
• vilen22 / sofr
  SOFR curve bootstrapping
  ☆26Updated 4 years ago
• shokru / mlfactor.github.io
  Website dedicated to a book on machine learning for factor investing
  ☆226Updated last year
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆77Updated 6 years ago
• viniesposito / py-mlfactor
  Rewriting the code in "Machine Learning for Factor Investing" in Python
  ☆89Updated 4 years ago
• hsjharvey / Option-Pricing
  European/American/Asian option pricing module. BSM/Monte Carlo/Binomial
  ☆98Updated 2 years ago
• MaximumBeings / public
  Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)
  ☆82Updated 10 months ago
• dppalomar / riskParityPortfolio
  Design of Risk Parity Portfolios
  ☆114Updated 2 years ago
• wangys96 / SVI-Volatility-Surface-Calibration
  SVI volatility surface model and an example of China 50ETF option
  ☆76Updated 5 years ago
• mChataign / DupireNN
  Neural network local volatility with dupire formula
  ☆77Updated 4 years ago
• nburgessx / QuantResearch
  Quant Research
  ☆81Updated 4 months 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
• PyFE / PyfengForPapers
  Python Code for Quantitative Finance Papers
  ☆39Updated 9 months ago
• tomasrubin / yield-curve-forecasting
  This repository provides the implementation of a handful of forecasting methods in yield curve modelling.
  ☆25Updated 4 years ago
• vilen22 / curve-building
  Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.
  ☆21Updated 6 years ago
• macrosynergy / macrosynergy
  Macrosynergy Quant Research
  ☆147Updated last week
• ahgperrin / PyCurve
  PyCurve : Python Yield Curve is a package created in order to interpolate yield curve, create parameterized curve and create stochastic s…
  ☆44Updated 3 years ago
• zhanghaitao1 / awesome-quant-papers
  This repository hosts my reading notes for academic papers.
  ☆87Updated 3 years ago
• dpicone1 / Vasicek_CIR_HoLee_HullWhite_Models_Python
  Pricing and Simulating in Python Zero Coupon Bonds with Vasicek and Cox Ingersoll Ross short term interest rate modes
  ☆52Updated 5 years ago
• antdvid / FastAmericanOptionPricing
  Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included f…
  ☆48Updated 4 years ago
• AIM-IT4 / QuantitativeDerivativeModels
  ☆45Updated last year