There are 5 repositories under bond-pricing topic.
Analytics labs notebooks for Statistics and Business School students
CLI bond calculator that computes bond YTM, price, duration, and convexity.
Collection of projects oriented around the computational finance domain.
Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
Financial Models using vba script and Python
Python class and jupyter iPython notebook for pricing a fixed coupon bond
Computation of bond value
Bonds calculator for MOEX
Finance R program - bond pricing, option pricing, and others
Calculates Bond Valuations
🚨 A web application that notifies you about Brazilian treasury bond rates.
Artificial Neural Network - Corporate Investment Grade Bond Rating
This is an example of a program that creates a binomial tree to calculate the prices of a standard European put and an American put (assuming it can be exercised only in the last quarter of the option's life).
This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.
Implementation of a fixed-rate bond pricer to compute various bond metrics (yield to maturity, price, duration, convexity...).
This PowerShell script fetches U.S. Savings Bond values using the web form located at https://www.treasurydirect.gov/BC/SBCPrice
Moduł do Finance::Quote (i GnuCash) obliczający wartość polskich obligacji skarbowych.
Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
This repository includes the projects in the lessons that I took with datacamp.com
Arbitrage-free Pricing of Fixed Income Securities Using Python
This is a small program that shows how to calculate an n-year spot rate if the n-year zero-coupon bond price moves from q% to (1+k%) *q%, where q% is the quoted price.
Options and derivative terminal | Modern Bonds Search Engine.
Toolkit for Fixed Income instruments
I simulate the CIR85 model and derive Monte Carlo simulation estimates for Zero-Coupon Bond (ZCB) values.
The model analysis bond as an investment. It calculates the bond value, yield to maturity, interest rate sensitivity, and holding period yield
Team project for the COVID-19 Policy Hackathon in June 2020.
Practice Questions using QuantLib 1.18 and Boost 17
This thesis aims to conduct a comparative analysis between two types of Italian government bonds: the conventional BTP and the inflation-indexed BTP Italia.
Open source
Application of script in Fixed Income Analysis
An intergrated platform coded for S&P Global SF pricing dept. An Excel-based pricing platform integrating excel, Database, Intex, and firm's software. Due to non-disclosure/confidentiality agreement, this is a slice of the code and some contents are omitted/masked/simplified/re-named
This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.