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inflation-linked

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

python students finance trading curves risk currency derivatives fx investment inflation bonds interest-rates treasury fixed-income risk-management swaps derivatives-pricing inflation-linked cross-currency

Updated Mar 7, 2026

lakshmiDRIP / DROP

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

java statistical-learning bond portfolio-optimization fx market-risk loans interest-rates asset-allocation treasury fixed-income transaction-cost-analytics cva-dva-fva-kva-xva asset-backed credit-risk counterparty-risk corporates municipals emerging-market inflation-linked

Updated Mar 1, 2026
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