https://github.com/yieldcurvemonkey/ql_swap_curve_objs
QuantLib based Swap Curve Objects from DTCC SDR Data
https://github.com/yieldcurvemonkey/ql_swap_curve_objs
Last synced: 5 months ago
JSON representation
QuantLib based Swap Curve Objects from DTCC SDR Data
- Host: GitHub
- URL: https://github.com/yieldcurvemonkey/ql_swap_curve_objs
- Owner: yieldcurvemonkey
- Created: 2024-11-16T18:38:22.000Z (over 1 year ago)
- Default Branch: main
- Last Pushed: 2024-11-30T19:26:52.000Z (over 1 year ago)
- Last Synced: 2025-04-07T18:19:45.139Z (about 1 year ago)
- Size: 29 MB
- Stars: 0
- Watchers: 1
- Forks: 0
- Open Issues: 0
-
Metadata Files: