inflation-linked

There are 2 repositories under inflation-linked topic.

  • rateslib

    attack68/rateslib

    A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

    Language:Python15249727
  • DROP

    lakshmiDRIP/DROP

    Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

    Language:HTML119987845