R-fixedincome
Interest rate calculator
Provides functions to handle interest rates and term structure of interest rates in financial markets.
Fixed income tools for R
52 stars
8 watching
25 forks
Language: R
last commit: 11 months ago
Linked from 1 awesome list
bondscalendarfinancefixed-incomeinterpolationplotpricing-bondsrspot-rate-curve
Related projects:
Repository | Description | Stars |
---|---|---|
attack68/rateslib | A Python library designed to facilitate fixed income analysis with pricing tools and risk calculations | 156 |
wilsonfreitas/rbcb | Provides an interface to access Brazilian Central Bank data in R. | 92 |
attack68/book_irds3 | A repository of code and examples for pricing interest rate derivatives | 59 |
wilsonfreitas/r-bizdays | Calculates business days and provides utilities for working with calendars. | 54 |
imanuelcostigan/fmbasics | Provides basic financial market objects and methods to model key financial concepts in R. | 12 |
funecology/fundiversity | A package to compute common functional diversity indices using R | 36 |
felixfan/fincal | A comprehensive package for time value of money calculation, time series analysis, and computational finance in R. | 22 |
artyyouth/r-quant | Provides an R implementation of tools and techniques used in finance quantitative analysis | 30 |
nikolaydubina/fpmoney | A Go library that provides a precise, float-free representation of financial amounts with support for fixed-point decimal arithmetic and ISO 4217 currency codes. | 29 |
wilsonfreitas/python-bizdays | Calculates business days and provides utilities for financial calculations based on regional rules and calendars. | 80 |
rsvp/fecon235 | Provides an interface to financial economics data and analysis tools | 1,147 |
subvisual/money-uphold-bank | Calculates exchange rates using published Uphold API data | 4 |
rapporter/rapportools | Provides statistical functions with default settings for reporting in R | 8 |
eddelbuettel/rquantlib | Provides R interface to QuantLib library for quantitative finance analysis | 120 |
karthik005/yfinance-api | An API wrapper around the Yahoo! finance JSON API providing equity and currency information. | 9 |