bonds

There are 114 repositories under bonds topic.

  • FinancePy

    domokane/FinancePy

    A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

    Language:Jupyter Notebook2.2k70122326

  • rsvp/fecon235

    Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

    Language:Jupyter Notebook1.1k748331

  • JECSand/yahoofinancials

    A powerful financial data module used for pulling data from Yahoo Finance. This module can pull fundamental and technical data for stocks, indexes, currencies, cryptos, ETFs, Mutual Funds, U.S. Treasuries, and commodity futures.

    Language:Python91959155221
  • rateslib

    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 differentiaton (AD) and risk sensitivity calculations including delta and cross-gamma.

    Language:Python167410529

  • MathSci/fecon236

    Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

    Language:Python1319754

  • suminb/finance

    경제적 자유로의 여정

    Language:Python130203410

  • ffeast/finam-export

    Python client library to download historical data from finam.ru

    Language:Python102112035

  • thk3421-models/KellyPortfolio

    A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations

    Language:Python801118

  • wilsonfreitas/R-fixedincome

    Fixed income tools for R

    Language:R5483025
  • TmVal

    genedan/TmVal

    Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.

    Language:Python324665

  • shreysrins/bond-calculator

    CLI bond calculator that computes bond YTM, price, duration, and convexity.

    Language:Python264311

  • 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.

    Language:Jupyter Notebook25309

  • mkipnis/ql_rest

    REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib

    Language:Shell25107

  • stevob14/passivecash

    Passive Cash Ideas

    Language:JavaScript25203

  • webn3ewbie/Economic-Data-Terminal

    Language:Python23203

  • grafioschtrader/grafioschtrader

    A web application for the overall performance of multiple portfolios with different financial instruments and currencies.

    Language:Java1931378

  • raymond180/FINRA_TRACE

    Research project on Financial Industry Regulatory Authority (FINRA) Trade Reporting and Compliance Engine (TRACE) academic version

    Language:Jupyter Notebook17018

  • harshil21/carbonpy

    An Organic Chemistry module

    Language:Python15410

  • fosgate29/financialcircuit

    Writing zero-knowledge circuits using gnark to expand the existing library – Focus on Financial Circuit Development and Approach

    Language:Go14400

  • lnsongxf/fecon235

    Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

    Language:Jupyter Notebook14406

  • kapitanov/moex-bond-recommender

    Сервис для рекомендаций по покупке облигаций на базе публичного API Московской биржи.

    Language:Go12232

  • stockviz/blog

    Code, mostly in R, for charts and analysis on our blog.

    Language:HTML12404

  • epogrebnyak/finec

    Financial data and computation for Finec MGIMO students.

    Language:Python112134

  • SunilVeeravalli/Bond-valuations

    Computation of bond value

    Language:Python11105

  • dmitryy/moex-bonds

    Bonds calculator for MOEX

    Language:JavaScript9214

  • janlukasschroeder/eodhistoricaldata-api

    Language:JavaScript9312

  • konimarti/fixedincome

    Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters

    Language:Go9303

  • mkipnis/qldds

    QLDDS - Data Distribution Service for QuantLib

    Language:C++8205

  • nikorablin/finra-scraper

    Scraper for bond data on finra

    Language:JavaScript8100

  • nchukalovskiy/bonds-risk

    Financial risks of bonds

    Language:Mathematica5212

  • Shemplo/TBS

    Bonds scanner in Tinkoff investments

    Language:Java5341

  • yangwangmadrid/mbfo

    A program for Maximum Bonding Fragment Orbital (MBFO) analysis

    5100

  • AtilioA/AlertaDoTesouro

    🚨 A web application that notifies you about Brazilian treasury bond rates.

    Language:TypeScript43221

  • porter-finance/v1-core

    ⛰️ Smart contracts powering the Porter protocol.

    Language:TypeScript401733
  • bond-dex

    Danogo2023/bond-dex

    Danogo Decentralized Exchange

    Language:Makefile3400

  • wrcarpenter/Z-Spread

    Python methods for bootstrapping a spot rate curve from Treasury data and calculating Z-spread for fixed income bonds.

    Language:Jupyter Notebook3201