Ecosyste.ms: Awesome

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

https://github.com/luphord/nelson_siegel_svensson

Implementation of the Nelson-Siegel-Svensson interest rate curve model.

curve-fitting finance interest-rates python3 yield-curve

Last synced: 05 Jul 2024

https://github.com/FinMind/FinMind

Open Data, more than 50 financial data. 提供超過 50 個金融資料(台股為主)，每天更新 https://finmind.github.io/

api crude-oil exchange-rates finance financial-data gold-price hacktoberfest interest-rates opendata python r stock-prices

Last synced: 26 Jun 2024

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/holmen1/Rkalk

Reservberäkning för livförsäkringar i R

actuarial interest-rates mortality reserving

Last synced: 03 Jun 2024

https://github.com/rsvp/fecon235

Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

asset-pricing bonds econometrics economics employment equities fecon236 federal-reserve finance fx gdp gold housing inflation interest-rates jupyter-notebook pandas python statistics time-series

Last synced: 05 May 2024

https://github.com/zeevallin/riksbank

Go library and command line tool for interacting with the Swedish central bank API

bank banking fintech interest-rates riksbank sweden

Last synced: 22 Apr 2024

https://github.com/MathSci/fecon236

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

asset-pricing bonds econometrics economics equities fecon235 finance fx gold housing inflation interest-rates pandas python statistics time-series

Last synced: 29 Mar 2024