bonds
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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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Mar 24, 2025 - Jupyter Notebook
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
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Jan 20, 2023 - Jupyter Notebook
A powerful financial data module used for pulling data from Yahoo Finance. This module can pull fundamental and technical data for stocks, indexes, currencies, cryptos, ETFs, Mutual Funds, U.S. Treasuries, and commodity futures.
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Feb 6, 2024 - Python
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differentiaton (AD) and risk sensitivity calculations including delta and cross-gamma.
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Apr 23, 2025 - Python
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
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May 22, 2019 - Python
A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
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Nov 30, 2020 - Python
Fixed income tools for R
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Jan 14, 2024 - R
Python-скрипты для анализа облигаций на Московской бирже: поиск привлекательных облигаций, расчет денежных потоков и мониторинг новостей по эмитентам
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Apr 7, 2025 - Python
Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.
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Jun 8, 2021 - Python
Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
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Aug 9, 2021 - Jupyter Notebook
CLI bond calculator that computes bond YTM, price, duration, and convexity.
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Feb 17, 2022 - Python
REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib
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Apr 19, 2025 - Shell
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Dec 7, 2022 - Python
A web application for the overall performance of multiple portfolios with different financial instruments and currencies.
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Apr 21, 2025 - Java
Research project on Financial Industry Regulatory Authority (FINRA) Trade Reporting and Compliance Engine (TRACE) academic version
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Jun 17, 2024 - Jupyter Notebook
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