a cashflow engine wrapper for structured finance professionals
☆69Mar 28, 2026Updated 3 months ago
Alternatives and similar repositories for AbsBox
Users that are interested in AbsBox are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ABS/MBS cashflow engine written in Haskell, with API to Python and C/Java (on the way)☆32Mar 17, 2026Updated 4 months ago
- Deeploans is an open-source framework for processing loan-level data, offering tools for data quality, standardisation, and analytics. It…☆16Updated this week
- ☆12Sep 26, 2019Updated 6 years ago
- ScriptUni Python in Finance Certificate Final Project☆42Jun 21, 2022Updated 4 years ago
- A mirror of the Open Risk white paper collection☆10Nov 11, 2025Updated 8 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Cash flow and analytics engine for mortgage-backed securities (MBS)☆13Apr 5, 2022Updated 4 years ago
- A python library for generating macro-economic scenarios☆11Dec 17, 2024Updated last year
- A comprehensive AI & ML project portfolio from the University of Texas at Austin PG Program, demonstrating real-world data science and ma…☆17Jan 25, 2026Updated 5 months ago
- Dynamic portfolio optimization☆32Dec 21, 2023Updated 2 years ago
- A Python package for PME (Public Market Equivalent) calculation☆14Jan 16, 2026Updated 6 months ago
- 2 algorithms of optimal trade execution: 1) Dynamic Programming 2) Frank-Wolfe Algorithm (Python & C++)☆19Dec 11, 2019Updated 6 years ago
- Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial i…☆16Jul 29, 2023Updated 2 years ago
- Use Hyperledger Fabric to consolidate a set of illiquid assets into a set of tradable securities☆43Apr 22, 2019Updated 7 years ago
- correlationMatrix is a Python powered library for the statistical analysis and visualization of correlations☆14Dec 17, 2024Updated last year
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆351May 20, 2026Updated 2 months ago
- This project is a Python demonstrator for the stochastic grid bundling method (SGBM) to solve backward stochastic differential equations …☆12Nov 19, 2018Updated 7 years ago
- ☆90Jul 6, 2025Updated last year
- All Python algorithms published by Open Source Modelling in one place.☆48May 12, 2025Updated last year
- This repository is for my master's project, A Survey of Deep Learning Architectures for Algorithmic Cryptocurrency Trading, delivered on …☆10Nov 30, 2022Updated 3 years ago
- An xVA quantitative library written in python using tensorflow☆19Updated this week
- Python library for Random Matrix Theory, cleaning schemes for correlation matrices, and portfolio optimization☆62Jul 5, 2022Updated 4 years ago
- Pitting together all the best LLMs to fight in a coding tournament with no holds barred! Who will win? You!☆15Mar 22, 2026Updated 3 months ago
- GARCH models estimated using autodiff.☆19May 23, 2026Updated last month
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆12Jan 19, 2023Updated 3 years ago
- High performance hybrid Monte Carlo simulation☆10Jun 29, 2026Updated 3 weeks ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆28Mar 1, 2023Updated 3 years ago
- Jane Street Capital's asynchronous execution library (extra)☆16Jul 10, 2026Updated last week
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆45May 22, 2024Updated 2 years ago
- Code repository for Pricing and Trading Interest Rate Derivatives☆125Oct 29, 2022Updated 3 years ago
- Yield Curve Modeling Using Dynamic Gaussian Processes☆17May 29, 2022Updated 4 years ago
- Monte Carlo simulation to option pricing in CUDA☆11Apr 29, 2017Updated 9 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- A hover custom feature for Tanstack Table☆18May 25, 2024Updated 2 years ago
- Fast Risks with QuantLib in Python☆21Apr 2, 2026Updated 3 months ago
- Full pipeline to download, parse, clean, and assemble SEC N-PORT filings into research-ready datasets. N-PORT forms are quarterly filings…☆15Nov 11, 2025Updated 8 months ago
- System for using ARIMAX models to trade options on the S&P 500.☆17Oct 2, 2023Updated 2 years ago
- Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition☆14Feb 20, 2023Updated 3 years ago
- Single and Multi Factor Libor Market Model with Monte Carlo simulations to price a swaption receiver and a zcb option☆12Apr 18, 2020Updated 6 years ago
- My personal work on the numerical projects of a book called "A First Course in Stochastic Calculus".☆17Apr 29, 2022Updated 4 years ago