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JHM Darbyshire (attack68)

attack68

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Location:Stockholm

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JHM Darbyshire's repositories

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.

Language:PythonLicense:NOASSERTIONStargazers:89Issues:4Issues:54

book_irds3

Code repository for Pricing and Trading Interest Rate Derivatives

Language:Jupyter NotebookLicense:GPL-3.0Stargazers:44Issues:2Issues: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:PythonLicense:BSD-3-ClauseStargazers:1Issues:0Issues:0

numpy

Numpy main repository

Language:CLicense:NOASSERTIONStargazers:0Issues:0Issues:0

rateslib-feedstock

A conda-smithy repository for rateslib.

License:BSD-3-ClauseStargazers:0Issues:0Issues:0

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:PythonLicense:MITStargazers:0Issues:0Issues:0

wtforms

A flexible forms validation and rendering library for Python.

Language:PythonLicense:NOASSERTIONStargazers:0Issues:0Issues:0