attack68
IRSs and XCSs Trader (Swedbank, Nordea, Barclays). Author. Core dev team volunteer (Pandas).
Stockholm, Sweden
Pinned Repositories
book_irds3
Code repository for Pricing and Trading Interest Rate Derivatives
numpy
Numpy main repository
pandas
Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
pyo3
Rust bindings for the Python interpreter
pyodide
Pyodide is a Python distribution for the browser and Node.js based on WebAssembly
pyodide-recipes
Collections of package recipes for Pyodide
rateslib
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.
rateslib-feedstock
A conda-smithy repository for rateslib.
webargs
A friendly library for parsing HTTP request arguments, with built-in support for popular web frameworks, including Flask, Django, Bottle, Tornado, Pyramid, webapp2, Falcon, and aiohttp.
wtforms
A flexible forms validation and rendering library for Python.
attack68's Repositories
attack68/rateslib
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.
attack68/book_irds3
Code repository for Pricing and Trading Interest Rate Derivatives
attack68/pandas
Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
attack68/numpy
Numpy main repository
attack68/rateslib-feedstock
A conda-smithy repository for rateslib.
attack68/webargs
A friendly library for parsing HTTP request arguments, with built-in support for popular web frameworks, including Flask, Django, Bottle, Tornado, Pyramid, webapp2, Falcon, and aiohttp.
attack68/wtforms
A flexible forms validation and rendering library for Python.
attack68/pyo3
Rust bindings for the Python interpreter
attack68/pyodide
Pyodide is a Python distribution for the browser and Node.js based on WebAssembly
attack68/pyodide-recipes
Collections of package recipes for Pyodide