Open Data Platform for analysts, quants and AI agents.
python finance machine-learning options crypto ai economics derivatives stocks quantitative-finance equity fixed-income openbb
- Updated
Jul 27, 2026 - Python
fixed-income - 技术专题
相关标签
Here are 251 public repositories matching this topic...
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
python students finance risk currency pricing valuation derivatives investment numba bonds asset-allocation credit fixed-income risk-management derivatives-pricing
- Updated
Jun 16, 2026 - Jupyter Notebook
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
trading jupyter-notebook currencies quantitative-finance algorithmic-trading equities trading-simulator backtest fixed-income commodities investment-strategies systematic-trading-strategies
- Updated
Jul 27, 2026 - Jupyter Notebook
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 differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.
python students finance trading curves risk currency derivatives fx investment inflation bonds interest-rates treasury fixed-income risk-management swaps derivatives-pricing inflation-linked cross-currency
- Updated
May 20, 2026
High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Python bindings.
python rust finance statistics ai simulation monte-carlo calibration stochastic quant option-pricing quantitative-finance stochastic-processes fixed-income black-scholes risk-management derivatives-pricing malliavin-calculus copulas stochastic-volatility
- Updated
Jul 27, 2026 - Rust
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
java statistical-learning bond portfolio-optimization fx market-risk loans interest-rates asset-allocation treasury fixed-income transaction-cost-analytics cva-dva-fva-kva-xva asset-backed credit-risk counterparty-risk corporates municipals emerging-market inflation-linked
- Updated
Mar 1, 2026 - HTML
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
- Updated
Aug 21, 2018 - Jupyter Notebook
Fixed income tools for R
- Updated
May 10, 2025 - R
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
risk dva bond asset-allocation fixed-income portfolio-construction transaction-cost-analytics execution-cost-analytics curve-construction pnl optimal-execution xva-metrics cva
- Updated
Nov 3, 2018 - Java
Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
pca quantitative-finance principal-component-analysis bonds yield-curve fixed-income bond-pricing quantitative-analysis
- Updated
Aug 9, 2021 - Jupyter Notebook
DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Optio…
fixed-income instruments-trading-convention treasury-futures-options funding-curve forward-curve libor-curve ois-curve overnight-curve multi-curve collateral-curve position-horizon-analyzer statistical-curve-construction bond-pricing-relative-value interest-rate-products cva-dva-fva-kva-xva interest-rate-options stochastic-volatility-models lmm-calibration-greeks algorithmic-differentiation asset-backed
- Updated
Sep 26, 2018 - HTML
US Treasuries Yield Curve Data
- Updated
Mar 12, 2022 - Python
AAD enabled and scripting included derivatives modeling.
python finance cpp excel scripting mathematics quant derivatives quantitative-finance mathematical-finance fixed-income
- Updated
Jul 28, 2026 - C++
Python class and jupyter iPython notebook for pricing a fixed coupon bond
- Updated
Jan 26, 2019 - Jupyter Notebook
A small Rust library for quantitative finance.
quant derivatives option-pricing quantitative-finance finite-difference lattice binomial-model bonds fixed-income black-scholes rust-crate options-strategies black-76
- Updated
Jul 21, 2026 - Rust
Standardised Bloomberg Fixed Income Processing
- Updated
Apr 1, 2020 - Jupyter Notebook
Basic package for fitting yield-curves and other things.
- Updated
Dec 18, 2020 - Jupyter Notebook
- Updated
Mar 26, 2018 - Jupyter Notebook
Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.
- Updated
Apr 28, 2024 - Python