a cashflow engine wrapper for structured finance professionals
☆71Sep 30, 2026Updated last week
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)☆32Sep 28, 2026Updated last week
- Demonstrating technical elements in support of open source securitisation frameworks☆15Sep 28, 2026Updated last week
- ☆12Sep 26, 2019Updated 7 years ago
- A Python package for PME (Public Market Equivalent) calculation☆14Jan 16, 2026Updated 8 months ago
- Fast Risks with QuantLib in Python☆22Apr 2, 2026Updated 6 months ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial i…☆16Jul 29, 2023Updated 3 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☆14Sep 28, 2026Updated last week
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆365May 20, 2026Updated 4 months ago
- openLGD is a Python powered library for the statistical estimation of Credit Risk Loss Given Default models. It can be used both as stan…☆25Sep 28, 2026Updated last week
- 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
- ☆95Jul 6, 2025Updated last year
- Implementation of ISDA SIMM v2.3~2.6☆32Jun 25, 2026Updated 3 months ago
- All Python algorithms published by Open Source Modelling in one place.☆49Updated this week
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- 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
- A Python library for generating analytic tests for credit portfolio loss distributions☆34Sep 28, 2026Updated last week
- Variance Gamma distribution (Python): pdf, cdf, rand and fit.☆11Mar 8, 2018Updated 8 years ago
- Hands-On Machine Learning Using Amazon SageMaker [video], published by Packt☆16Dec 8, 2022Updated 3 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆24Jan 30, 2019Updated 7 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Aug 1, 2023Updated 3 years ago
- Relationship Visualizer: Turn your Excel data into clear Graphviz diagrams and AI-ready Knowledge Graphs.☆17Sep 30, 2026Updated last week
- excel collection for financial modelling http://www.thecmlink.com/?page_id=4940☆39Aug 26, 2017Updated 9 years ago
- GARCH models estimated using autodiff.☆20Sep 21, 2026Updated 2 weeks ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- On this repository you'll find tools used for Quantitative Analysis and some examples such: MonteCarlo Simulations, Linear Regression, Ge…☆27Mar 1, 2023Updated 3 years ago
- High performance hybrid Monte Carlo simulation☆10Sep 21, 2026Updated 2 weeks ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆14Aug 25, 2022Updated 4 years ago
- Julia Package for Financial Monte Carlo Simulations☆25Jan 27, 2026Updated 8 months ago
- Intelligent Financial Modeling Platform for Small Businesses - financial accounting and managerial accounting for the AI era; financial o…☆23Aug 5, 2026Updated 2 months ago
- Financial Portfolio Quintile Probability Forecaster #2 winner of M6 Financial Forecasting Competition☆14Feb 20, 2023Updated 3 years ago
- Matthew Kolakowski Learning Journey with Articles on Time Series Analysis, Machine Learning, Python Programming, and Systems Engineering.☆31Feb 14, 2026Updated 7 months 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
- draw arbitrary shapes using rotating circles☆21May 18, 2023Updated 3 years ago
- 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.
- Construction of local volatility surface by using SABR☆30Apr 29, 2017Updated 9 years ago
- Equinox is an open source platform that supports the holistic risk management of sustainable finance projects☆52Sep 28, 2026Updated last week
- DataFrame support for scikit-learn.☆62Feb 10, 2026Updated 8 months ago
- A project of implementing, modeling, and simulating asset-backed securities.☆16Sep 26, 2026Updated 2 weeks ago
- Deep learning-based flower classification system using CNN architectures for image recognition and classification. Trained and evaluated …☆20Sep 20, 2026Updated 2 weeks ago
- Jupyter Notebook examples on how to use the ArbitrageLab - pairs trading - python library.☆161May 2, 2024Updated 2 years ago
- Code that illustrates some of owlready2 functionality to parse an owl file☆11Feb 7, 2023Updated 3 years ago