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Projects in Awesome Lists tagged with cross-currency
A curated list of projects in awesome lists tagged with cross-currency .
https://github.com/attack68/rateslib
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
bonds cross-currency currency curves derivatives derivatives-pricing finance fixed-income fx inflation inflation-linked interest-rates investment python risk risk-management students swaps trading treasury
Last synced: 03 Aug 2024