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JHM Darbyshire's repositories

rateslib

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.

Language:PythonNOASSERTION275 3 126

book_irds3

Code repository for Pricing and Trading Interest Rate Derivatives

Language:Jupyter NotebookGPL-3.075 3 3

pandas

Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more

Language:PythonBSD-3-Clause200

numpy

Numpy main repository

Language:CNOASSERTION100

webargs

A friendly library for parsing HTTP request arguments, with built-in support for popular web frameworks, including Flask, Django, Bottle, Tornado, Pyramid, webapp2, Falcon, and aiohttp.

Language:PythonMIT100

wtforms

A flexible forms validation and rendering library for Python.

Language:PythonNOASSERTION100

pyo3

Rust bindings for the Python interpreter

Language:RustApache-2.0000

pyodide

Pyodide is a Python distribution for the browser and Node.js based on WebAssembly

Language:PythonMPL-2.0000

rateslib-feedstock

A conda-smithy repository for rateslib.

BSD-3-Clause000