Pinned Repositories
rateslib
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
EconometricsProject
FinancialEconometrics
FreelanceProjects
Homeworks
econometric
MOEX-Yield-Curve-Forecasting
WelfareEconomicsEconometricsProject