{"id":20220833,"url":"https://github.com/suhasghorp/isda_model","last_synced_at":"2026-05-30T20:31:18.716Z","repository":{"id":80040430,"uuid":"177306646","full_name":"suhasghorp/isda_model","owner":"suhasghorp","description":null,"archived":false,"fork":false,"pushed_at":"2019-10-23T19:42:14.000Z","size":256,"stargazers_count":3,"open_issues_count":0,"forks_count":1,"subscribers_count":2,"default_branch":"master","last_synced_at":"2025-12-01T21:45:49.567Z","etag":null,"topics":["cds","isda","python"],"latest_commit_sha":null,"homepage":null,"language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"mit","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/suhasghorp.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null,"zenodo":null,"notice":null,"maintainers":null,"copyright":null,"agents":null,"dco":null,"cla":null}},"created_at":"2019-03-23T15:35:14.000Z","updated_at":"2024-09-14T21:56:14.000Z","dependencies_parsed_at":"2023-09-19T08:01:02.931Z","dependency_job_id":null,"html_url":"https://github.com/suhasghorp/isda_model","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"purl":"pkg:github/suhasghorp/isda_model","repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/suhasghorp%2Fisda_model","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/suhasghorp%2Fisda_model/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/suhasghorp%2Fisda_model/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/suhasghorp%2Fisda_model/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/suhasghorp","download_url":"https://codeload.github.com/suhasghorp/isda_model/tar.gz/refs/heads/master","sbom_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/suhasghorp%2Fisda_model/sbom","scorecard":null,"host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":286080680,"owners_count":33709269,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2026-05-26T15:22:16.424Z","status":"online","status_checked_at":"2026-05-30T02:00:06.278Z","response_time":92,"last_error":null,"robots_txt_status":"success","robots_txt_updated_at":"2025-07-24T06:49:26.215Z","robots_txt_url":"https://github.com/robots.txt","online":true,"can_crawl_api":true,"host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["cds","isda","python"],"created_at":"2024-11-14T06:47:46.809Z","updated_at":"2026-05-30T20:31:18.711Z","avatar_url":"https://github.com/suhasghorp.png","language":"Python","funding_links":[],"categories":[],"sub_categories":[],"readme":"## Python CTypes Interface to ISDA CDS model\n\nISDA_Clib.dll is the x64 windows DLL built from ISDA C sources, you must use 64-bit python 3.x. See my ISDA_CLib git repo for the complete VS 2017 solution to build the dll from sources.\n\nc_interface.py contains the ctypes function and type declarations to the functions exported from the above dll\n\ncds_trade.py is where you define your CDS deal attributes and the par spreads for that refob for that date\n\nisda_model.py calls functions from c_interface.py\n\nisda_model_test.py is a one CDS test with results\n\nmarket_data.py is where you enter your zero rates (deposits and swaps)\n\nutils.py is a helper functions file\n\n\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fsuhasghorp%2Fisda_model","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fsuhasghorp%2Fisda_model","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fsuhasghorp%2Fisda_model/lists"}