book_irds3
Derivatives calculator
A repository of code and examples for pricing interest rate derivatives
Code repository for Pricing and Trading Interest Rate Derivatives
61 stars
3 watching
16 forks
Language: Jupyter Notebook
last commit: about 2 years ago
Linked from 1 awesome list
Related projects:
Repository | Description | Stars |
---|---|---|
attack68/rateslib | A Python library designed to facilitate fixed income analysis with pricing tools and risk calculations | 164 |
yhilpisch/dawp | Provides Jupyter Notebooks and code for Derivatives Analytics with Python by Yves Hilpisch. | 600 |
yhilpisch/dx | A Python-based financial analytics library for modeling and valuing complex derivatives instruments and portfolios | 719 |
wilsonfreitas/r-fixedincome | Provides functions to handle interest rates and term structure of interest rates in financial markets. | 53 |
domokane/financepy | A comprehensive Python library for pricing and risk management of financial derivatives. | 2,179 |
quantsbin/quantsbin | Provides tools for pricing and analyzing financial derivatives in Python | 501 |
auto-differentiation/xad-py | Provides automatic differentiation capabilities for numerical computations in Python | 12 |
schnides123/ccxt-trader | A Python-based tool to calculate cryptocurrency arbitrage opportunities using the CCXT trading library | 9 |
pbrod/numdifftools | A Python library for automatic numerical differentiation of scalar and vector-valued functions. | 258 |
yhilpisch/py4fi2nd | A collection of Python codes and Jupyter Notebooks for the book Python for Finance (2nd ed.) by Yves Hilpisch. | 1,424 |
jkirkby3/fypy | A comprehensive Python library for pricing exotic financial options and contracts using various analytical and numerical methods. | 83 |
mgroncki/ipythonscripts | A collection of Python notebooks focused on quantitative finance and derivatives pricing using the QuantLib library. | 151 |
federicomariamassari/willowtree | An efficient Python implementation of a derivatives pricing model that models standard Brownian motion and offers fast and accurate pricing of derivative contracts. | 240 |
auto-differentiation/xad | A high-performance tool for computing derivatives of complex functions used in various scientific and engineering applications. | 337 |
yhilpisch/py4at | A collection of Jupyter Notebooks and Python code supporting the book on algorithmic trading using Python. | 701 |