swaps

There are 19 repositories under swaps topic.

  • AnthonyBradford/optionmatrix

    Financial Derivatives Calculator with 168+ Models (Options Calculator)

    Language:C++20116346
  • 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

  • NDelventhal/cot_reports

    cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Traders in Financial Futures (TFF) Futures-only and Traders in Financial Futures (TFF) Futures-and-Options Combined.

    Language:Python1364935

  • bbcho/risktools-dev

    Risk tools for commodities trading and finance

    Language:Jupyter Notebook28413

  • 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

  • michbx/p2pFiat

    p2p fiat aims to build trustless p2p btc collateralised fiat stability over the Lightning Network

    20402

  • Lamden/ethswaps

    Lamden's implementation of atomic swaps and triggers for Ethereum and ERC assets.

    Language:JavaScript8513

  • mkipnis/qldds

    QLDDS - Data Distribution Service for QuantLib

    Language:C++8205

  • oronimbus/curve-bootstrapper

    A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.

    Language:Jupyter Notebook8202
  • Slash-Trash

    cubasve/Slash-Trash

    Eco-Friendly Household Product Finder and Tracker

    Language:JavaScript4220

  • Ncookiez/dskit

    A lightweight "Dapp Survival Kit" to help applications deliver fully functional experiences without sacrificing decentralization, security or privacy

    Language:TypeScript40
  • BASAV

    RiedleroD/BASAV

    MOVED TO CODEBERG - Python application that visualizes Sorting algorithms. Much more focus is put on giving actual information from the visualisation than making pretty sounds and looking cool.

    Language:Python32271

  • DiviProject/atomic-swaps

    ♻️ Decentralized, peer-to-peer, cross-chain swaps simplified into 1 API request.

    Language:Go21134

  • kissste/Treasury-Mortgage-Risk-Pricing-Hedging

    Mortgage Valuation, Transfer Pricing, Hedging

    Language:Python220

  • moda20/newSwamrtTradeApi

    New smart trade api. Dry run uniswap, pancakeswap, ... token swaps with precision and profit in mind

    Language:JavaScript2100

  • PatrickShaw/Hackamon2016-Reallocate-Web

    Language:JavaScript1400

  • jose19888/Derivatives_valuation_and_Credit_risk_models

    In this section we will explore several contributions on Financial Derivatives valuation

    Language:Jupyter Notebook0200

  • natarizkie2/yes-coin-airdrop-bot

    🛸 — Simplify your crypto journey with automatic swaps, taps, and more. This bot’s diverse features let you navigate the world of Yes Coin with ease and efficiency.

  • raj-rao-rr/TIPS-Treasury-Puzzle

    Replication of "The TIPS-Treasury Bond Puzzle" paper (2014) by Hanno Lustig, Matthias Fleckenstein, and Francis A. Longstaff

    Language:MATLAB10