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.
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: 10 Jun 2024
![](https://github.com/attack68.png)
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/lakshmiDRIP.png)
https://github.com/wilsonfreitas/R-fixedincome
Fixed income tools for R
bonds calendar finance fixed-income interpolation plot pricing-bonds r spot-rate-curve
Last synced: 17 Apr 2024
![](https://github.com/wilsonfreitas.png)
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.
asset-allocation bonds credit currency derivatives derivatives-pricing finance fixed-income investment numba pricing python risk risk-management students valuation
Last synced: 11 Apr 2024
![](https://github.com/domokane.png)