https://github.com/konimarti/fixedincome

Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters

bonds finance financial-analysis fintech fixed-income forwardrateagreement forwards ho-lee interestrateswaps montecarlo-simulation options options-pricing quantitative-finance termstructure valuation vasicek

Last synced: 24 Jan 2026