chriddyp / dash-interest-rate-modeling

dashapp

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dash-interest-rate-modeling

About this app:

This R app lets you perform various data analytical operations on the historical LIBOR_interest_rate datasets.

There are three main .R files:

  • fcts.R (helper functions for callbacks)
  • app.R (mainly app layout)
  • init.R (required libaries)

App Layout:

  • First, we have a tab to choose a currency (default USD).
  • Next, we have Table, 3D, 2D, and Pie chart to give overall picture of that currency dataset.
  • Then, we have Dash_core_components: Date slider, Dropdown (for tenures/columns), Input (differencing), and a dropdown selector.
  • Finally, we have four data pipeline modules for cleaning, fitting, pca and vasicek simulation.

Overall:

animated

Dash_Components: Slider/dropdown

animated

Distribution Fitting

animated

PCA_&_Vasicek:

animated

About

dashapp

License:MIT License


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Language:R 88.8%Language:CSS 10.3%Language:Dockerfile 1.0%