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
53 stars
8 watching
25 forks
Language: R
last commit: over 2 years agoLinked 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 | 164 |
| 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 | 61 |
| 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 | 38 |
 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 library for precise and efficient decimal money handling in Go. | 30 |
| 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 | 121 |
 karthik005/yfinance-api | An API wrapper around the Yahoo! finance JSON API providing equity and currency information. | 9 |