Pinned Repositories
bmf-data-pipeline
Efficient Python data pipeline leveraging Apache Beam and Google Cloud Dataflow to update a Bucket with data concerning daily prices of instruments extracted from BMF website, serving as input for other data pipelines. The code generates a dataflow template, which is then scheduled to run periodically using Cloud Scheduler + Cloud Functions.
br-bootstrapping
Estimating an interest rate curve for Brazilian government bonds (LTNs and NTN-Fs) using bootstrapping techniques. This project calculates zero-coupon rates and combines data to visualize the yield curve, comparing it with curves derived from DI1 futures.
br-futures-rates-curve
A Python project for modeling and visualizing interest rate curves using Brazilian futures data. This project features various interpolation and extrapolation methods, including linear, cubic spline, Nelson-Siegel, providing accurate rates for any specified term.
br-futures-rates-data
br-futures-rates-data is a Python project for gathering, cleaning, and processing Brazilian futures interest rates (DI1) data. It scrapes data from the web, cleans and transforms it, and generates a structured dataframe for further analysis. Ideal for financial modeling and interest rate curve construction.
holidays_anbima
Provide an updated list of holidays relevant to the Brazilian's financial market, according to ANBIMA.
ipca-pro-rata-data-pipeline
Efficient Python data pipeline leveraging Apache Beam and Google Cloud Dataflow to update a BigQuery table with IPCA Pro Rata Tempore series, essential for analyzing Brazil's inflation-indexed financial instruments.
rafaelgbo's Repositories
rafaelgbo/bmf-data-pipeline
Efficient Python data pipeline leveraging Apache Beam and Google Cloud Dataflow to update a Bucket with data concerning daily prices of instruments extracted from BMF website, serving as input for other data pipelines. The code generates a dataflow template, which is then scheduled to run periodically using Cloud Scheduler + Cloud Functions.
rafaelgbo/br-bootstrapping
Estimating an interest rate curve for Brazilian government bonds (LTNs and NTN-Fs) using bootstrapping techniques. This project calculates zero-coupon rates and combines data to visualize the yield curve, comparing it with curves derived from DI1 futures.
rafaelgbo/br-futures-rates-curve
A Python project for modeling and visualizing interest rate curves using Brazilian futures data. This project features various interpolation and extrapolation methods, including linear, cubic spline, Nelson-Siegel, providing accurate rates for any specified term.
rafaelgbo/br-futures-rates-data
br-futures-rates-data is a Python project for gathering, cleaning, and processing Brazilian futures interest rates (DI1) data. It scrapes data from the web, cleans and transforms it, and generates a structured dataframe for further analysis. Ideal for financial modeling and interest rate curve construction.
rafaelgbo/holidays_anbima
Provide an updated list of holidays relevant to the Brazilian's financial market, according to ANBIMA.
rafaelgbo/ipca-pro-rata-data-pipeline
Efficient Python data pipeline leveraging Apache Beam and Google Cloud Dataflow to update a BigQuery table with IPCA Pro Rata Tempore series, essential for analyzing Brazil's inflation-indexed financial instruments.