A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
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
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.
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.
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
Python-skripty dlia analiza obligatsii na Moskovskoi birzhe: poisk privlekatel'nykh obligatsii, raschet denezhnykh potokov i monitoring novostei po emitentam
Fixed income tools for R
Open Source Finance Management Platform
Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
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
CLI bond calculator that computes bond YTM, price, duration, and convexity.
Passive Cash Ideas
A web application for the overall performance of multiple portfolios with different financial instruments and currencies.
A collection of custom Google Sheets functions designed as an alternative to GOOGLEFINANCE()
Research project on Financial Industry Regulatory Authority (FINRA) Trade Reporting and Compliance Engine (TRACE) academic version
Add a description, image, and links to the bonds topic page so that developers can more easily learn about it.
To associate your repository with the bonds topic, visit your repo's landing page and select "manage topics."