interest-rates

There are 106 repositories under interest-rates topic.

  • FinMind/FinMind

    Open Data, more than 50 financial data. 提供超過 50 個金融資料(台股為主)，每天更新 https://finmind.github.io/

    Language:Jupyter Notebook2.1k111190344

  • 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 Notebook1.1k738332

  • ucaiado/rl_trading

    An environment to high-frequency trading agents under reinforcement learning

    Language:Python274265118
  • 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:Python153410028

  • MathSci/fecon236

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

    Language:Python1299754
  • DROP

    lakshmiDRIP/DROP

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

    Language:HTML120987845

  • luphord/nelson_siegel_svensson

    Implementation of the Nelson-Siegel-Svensson interest rate curve model.

    Language:Python11111541

  • ilchen/US_Economic_Data_Analysis

    Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment and participation rates, quantitative easing, industrial production, personal consumption and savings. All analysis is based on data provided by FRED.

    Language:Jupyter Notebook443117

  • asaficontact/FX_forecasting_model

    Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"

    Language:Python293018

  • compatibl/practical-machine-learning

    Examples and code for the Practical Machine Learning workshop series

    Language:Python23305

  • Nyholm/effective-interest-rate

    Calculate effective interest, XIRR or effective APR.

    Language:PHP22436

  • if1live/shiroko-kfcc

    새마을금고를 털!자

    Language:HTML17202

  • as4456/Leo_Krippner_SSR

    Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model

    Language:Python142116

  • 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 Notebook13406

  • pub-calculator-io/simple-interest-calculator

    Free WordPress Plugin: The simple interest calculator can be used to provide a quick and accurate calculation of interest assessed on a loan or investment. www.calculator.io/simple-interest-calculator/

    Language:JavaScript13000

  • bongohead/econforecasting-r

    This is the data scraping & modeling code used for models shown in https://econforecasting.com.

    Language:R10312

  • harshhacks/quantparadise

    Interest-rate modeling and Fixed Income Pricing in Python

    Language:Jupyter Notebook10144

  • pub-calculator-io/compound-interest-calculator

    Free WordPress Plugin: Compound interest calculator that uses the interest formula (A = P(1 + r/n)ⁿᵗ) to help users understand the impacts of compound interest and money growth over time. www.calculator.io/compound-interest-calculator/

    Language:JavaScript9000

  • as4456/Wu_Xia

    Replicates the script for generating the Wu Xia shadow rate term structure model in python

    Language:Python8309

  • asaficontact/term_spread_combinations

    In this project, I show how different combinations and components of term spread have varying shapes, which can be analyzed in order to understand movements in the economy. Calculating term spread dispersion can help us better price risk in the bond market. Term spread combinations have varying power in explaining future movements in macro variable. It shows that the spanning hypothesis of the term spread against a macro variable might hold true depending on the combination and component of term spread that we are taking into consideration. This project provides a mechanism through which we can identify the best combination of a term spread for creating an efficient􏰐 macro 􏰍finance model.

    Language:R8103

  • open-source-modelling/Vasicek_one_factor_python

    One factor Vasicek model in Python.

    Language:Python8202

  • ryanschaub/Predicting-Loan-Interest-Rates

    In this project we will be using the publicly available and Kaggle-popular LendingClub data set to train Linear Regression and Extreme Gradient Descent Boosted Decision Tree models to predict interest rates assigned to loans. First, we will clean and prepare the data. This includes feature removal, feature engineering, and string processing.There are several entries where values have been deleted to simulate dirty data. Then, we will build machine learning models in Python to predict the interest rates assigned to loans. We will evaluate our models' performances using the root mean squared error (RMSE) metric and compare our models' results.

    Language:Jupyter Notebook8206

  • Agaetis-IT/mortgage-helpers

    A suite of JavaScript functions to compute mortgage values, such as monthly payments.

    Language:TypeScript7800

  • hugodevere/FOMCAnalysis-Model

    The FOMCAnalysis model is engineered to analyze and interpret the language utilized by Federal Reserve officials and in key FOMC releases, such as the Beige Book and the minutes.

    Language:Python7102

  • schoulten/juro-real

    Cálculo da taxa de juros real da economia brasileira

    Language:R7100

  • SidJain1412/LoanDataEDA

    :blue_book: Detailed Exploratory Data Analysis of Lending Club Loan Data

    Language:Jupyter Notebook7101
  • quant-finance-series

    hjstobart/quant-finance-series

    A collection of my own Quantitative Finance guides covering various topics.

    Language:TeX5102

  • pub-calculator-io/interest-rate-calculator

    Free WordPress Plugin: Free online calculator to estimate the interest rate and total interest cost of an amortized loan with a fixed monthly repayment amount. www.calculator.io/interest-rate-calculator/

    Language:JavaScript5001

  • zeevallin/riksbank

    Go library and command line tool for interacting with the Swedish central bank API

    Language:Go5101

  • lcsrodriguez/CuttingEdge-Milliman

    Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)

    Language:Jupyter Notebook4101

  • pub-calculator-io/interest-calculator

    Free WordPress Plugin: With this free interest calculator you can compute accumulation schedules, final balances, and accrued interest. www.calculator.io/interest-calculator/

    Language:JavaScript400

  • rengimcetingoz/LIBOR-Market-Model-BGM-Model

    python implementation of forward rate modeling

    Language:Python4302

  • simonbetton/ratesapi.nz

    Free OpenAPI service to retrieve the latest lending rates offered by NZ Institutions

    Language:TypeScript4200

  • andrejewski/interest

    Calculate the principal amount of money needed to achieve a self-sustaining revenue stream from compound interest.

    Language:JavaScript330

  • chelmerrox/figure-rate

    Figure Rate is a service & tool that compares interest rates from different financial institutions in Fiji.

    Language:TypeScript3200

  • gregorio-saporito/interest-rates

    Shiny app deployed on shinyapps.io and embedded in an R package for easy install where I explore the cointegrating relationship among LIBOR interbank rates

    Language:R3100