OleBueker's Stars
drsnuggles8/OloEngineBase
A game engine based on Hazel
PyFE/PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
lballabio/QuantLib
The QuantLib C++ library
luphord/longstaff_schwartz
A Python implementation of the Longstaff-Schwartz linear regression algorithm for the evaluation of call rights an American options.
luphord/yield_curve_dynamics
A cursory look at the dynamics of zero coupon bond yield curves.
cantaro86/Financial-Models-Numerical-Methods
Collection of notebooks about quantitative finance, with interactive python code.
luphord/nelson_siegel_svensson
Implementation of the Nelson-Siegel-Svensson interest rate curve model.
Raphael77777/BullittTWS
Algorithmic Trading Software with Interactive Brokers TWS API
jackgillett101/implementing_research_papers
Implementations of research papers
lballabio/QuantLib-SWIG
QuantLib wrappers to other languages
nhaga/QuantLib-Python-Docs
Documentation for QuantLib-Python