Ecosyste.ms: Awesome

An open API service indexing awesome lists of open source software.

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.

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Last synced: 10 Jun 2024

https://lakshmidrip.github.io/DRIP/

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

asset-allocation bond curve-construction cva dva execution-cost-analytics fixed-income optimal-execution pnl portfolio-construction risk transaction-cost-analytics xva-metrics

Last synced: 17 Apr 2024

https://github.com/domokane/FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

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Last synced: 11 Apr 2024