yellowbean / Hastructure
ABS/MBS cashflow engine written in Haskell, with API to Python and C/Java (on the way)
☆21Updated this week
Alternatives and similar repositories for Hastructure:
Users that are interested in Hastructure are comparing it to the libraries listed below
- a cashflow engine wrapper for structured finance professionals☆51Updated this week
- Cash flow and analytics engine for mortgage-backed securities (MBS)☆11Updated 2 years ago
- Portfolio Management for Everyone☆22Updated last year
- Excel Addin for Haskell☆34Updated 2 years ago
- Simple wrapper and a command-line tool for Bloomberg's OpenFIGI API.☆28Updated 3 years ago
- An open-source XBRL processor for business rules, rendering and custom data reporting. See https://xbrl.us/xule for documentation and htt…☆28Updated last week
- Financial applications focusing on portfolio management for Python☆16Updated 2 years ago
- my talk for credit suisse☆38Updated this week
- Use Python like a spreadsheet!☆102Updated last month
- Safe withdrawal rate using flexible investing and withdrawal schedules and optimizers☆30Updated 3 years ago
- Demonstrating technical elements in support of open source securitisation frameworks☆13Updated 6 months ago
- openseries is a project with tools to analyze financial timeseries of a single asset or a group of assets. It is solely made for daily or…☆28Updated this week
- Design of Risk Parity Portfolios☆108Updated 2 years ago
- Helper tools to analyze the " Financial Statement Data Sets" from the U.S. securities and exchange commission (sec.gov)☆56Updated 3 weeks ago
- A Python library for generating analytic tests for credit portfolio loss distributions☆32Updated 3 months ago
- Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.☆32Updated 3 years ago
- Bond pricing using YTM or zero curve. Also basic NPV/IRR functions☆31Updated 6 months ago
- Tools for investing in Python☆43Updated 3 years ago
- Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation un…☆14Updated 7 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- 📚 MesoSim's Strategy Library☆11Updated 11 months ago
- Python Econometrics toolbox, requires NumPy☆26Updated 12 years ago
- Web dashboard to visualize equity factor dynamics using solely publicly available data.☆18Updated 4 years ago
- Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swap…☆10Updated last year
- This collects the scripts and notebooks required to reproduce my published work.☆45Updated this week
- Teaching Resources for Cuemacro courses☆53Updated last month
- A command line utility to locally index and download filings from the SEC Edgar database.☆12Updated last month
- Financial Library ( Economic Scenario Generator, Asset Liability Management, Pricing )☆30Updated last year
- Python tools to handle fast data management, mongodb access and timeseries analytics that work the same across pandas and numpy☆27Updated 2 years ago
- Useful functions to analyze Asset Backed Securities deals☆13Updated 3 years ago