bond-pricing
There are 36 repositories under bond-pricing topic.
CBravoR/AdvancedAnalyticsLabs
Analytics labs notebooks for Statistics and Business School students
shreysrins/bond-calculator
CLI bond calculator that computes bond YTM, price, duration, and convexity.
bmoretz/Computational-Finance
Collection of projects oriented around the computational finance domain.
mcf-long-short/fixed-income-and-credit
Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
prabhupavitra/Financial-Modeling
Financial Models using vba script and Python
max-fitzpatrick/bond_pricer
Python class and jupyter iPython notebook for pricing a fixed coupon bond
rafacmc/fibra
FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.
SunilVeeravalli/Bond-valuations
Computation of bond value
dmitryy/moex-bonds
Bonds calculator for MOEX
zodiac3539/FinanceInR1
Finance R program - bond pricing, option pricing, and others
ajh1143/Bond_Valuations_Python
Calculates Bond Valuations
AtilioA/AlertaDoTesouro
🚨 A web application that notifies you about Brazilian treasury bond rates.
blckswmngbrd/ANN.BondRatings
Artificial Neural Network - Corporate Investment Grade Bond Rating
pontazaricardo/Finance_BinomialTree_American-put_European-put
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
pontazaricardo/Finance_European_double-barrier_knock-out_call
This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.
Robin-Guilliou/Bond-Pricing
Implementation of a fixed-rate bond pricer to compute various bond metrics (yield to maturity, price, duration, convexity...).
dreary-ennui/Get-BondValues.ps1
This PowerShell script fetches U.S. Savings Bond values using the web form located at https://www.treasurydirect.gov/BC/SBCPrice
Kaligula0/Finance-Quote-module-Obligacje-Skarbowe
Moduł do Finance::Quote (i GnuCash) obliczający wartość polskich obligacji skarbowych.
xliUNR/ZazoveExercises
Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
yulu0131/NelsonSiegel
Nelson Siegel parametric model
AndersonNU/Applied-Finance-with-R
This repository includes the projects in the lessons that I took with datacamp.com
kyz128/AFP-Using-Python
Arbitrage-free Pricing of Fixed Income Securities Using Python
pontazaricardo/Finance_RelativeChange
This is a small program that shows how to calculate an n-year spot rate if the n-year zero-coupon bond price moves from q% to (1+k%) *q%, where q% is the quoted price.
sakshamssr/ODT
Options and derivative terminal | Modern Bonds Search Engine.
vladislavpyatnitskiy/fixedincomepy
Toolkit for Fixed Income instruments
xixi0222/Zero-Coupon-Bond-Pricing-by-Monte-Carlo-Simulation
I simulate the CIR85 model and derive Monte Carlo simulation estimates for Zero-Coupon Bond (ZCB) values.
aarjain1696/Bond_Valuation
The model analysis bond as an investment. It calculates the bond value, yield to maturity, interest rate sensitivity, and holding period yield
darrenwchang/covid-hackathon-20
Team project for the COVID-19 Policy Hackathon in June 2020.
droconnel22/QuantLib_Cpp_Practice
Practice Questions using QuantLib 1.18 and Boost 17
mfusai/inflation-linked-bonds
This thesis aims to conduct a comparative analysis between two types of Italian government bonds: the conventional BTP and the inflation-indexed BTP Italia.
sumit090594/Fixed_Income_VBA_project
Open source
vladislavpyatnitskiy/Fixed-Income-Analysis
Application of script in Fixed Income Analysis
zmhez/WorkSample_PricingPlatform
An intergrated platform coded for S&P Global SF pricing dept. An Excel-based pricing platform integrating excel, Database, Intex, and firm's software. Due to non-disclosure/confidentiality agreement, this is a slice of the code and some contents are omitted/masked/simplified/re-named
KarelZe/DHBW_MWI
MWI Projekt :mortar_board:
pontazaricardo/Finance_American_average-rate_call
This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.