bond-pricing

There are 6 repositories under bond-pricing topic.

• CBravoR / AdvancedAnalyticsLabs

  Analytics labs notebooks for Statistics and Business School students

  kerascnncredit-scoringtext-miningrevenue-managementembeddingsneural-networksbond-pricingbasel-capital-requirementsimage-classificationdeep-learningrandom-forestsxgboost
  Language:Jupyter Notebook 27

• shreysrins / bond-calculator

  CLI bond calculator that computes bond YTM, price, duration, and convexity.

  bondsbond-pricingbond-yieldcli-app
  Language:Python 26

• bmoretz / Computational-Finance

  Collection of projects oriented around the computational finance domain.

  computational-financenumerical-methodsbond-pricingbond-yieldderivativesfinancewindows-uwp
  Language:C++ 24

• prabhupavitra / Financial-Modeling

  Financial Models using vba script and Python

  financialmodelingpython3pandas-dataframeloan-amortizaionfinancial-modelsfinancial-modelingamortizationppmtipmtpmtipynbspreadsheet-modelsvba-excelvba-macrosvbabond-pricingnal-analysisoption-pricingbuffered-jump-securitystock-valuation
  Language:Jupyter Notebook 23

• max-fitzpatrick / bond_pricer

  Python class and jupyter iPython notebook for pricing a fixed coupon bond

  pythonjupyter-notebookbond-pricingbondfixed-incomefinance
  Language:Jupyter Notebook 22

• mcf-long-short / fixed-income-and-credit

  Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.

  quantitative-financequantitative-analysisbond-pricingyield-curveprincipal-component-analysispcabondsfixed-income
  Language:Jupyter Notebook 22

• SunilVeeravalli / Bond-valuations

  Computation of bond value

  bondsbondbond-yieldyieldyield-estimationmaturitybond-maturitycurrent-yieldbond-pricingbond-pricing-relative-valuebond-current-yieldbond-ytmbond-yield-to-maturityyield-to-maturitybond-fair-valuebond-valuations
  Language:Python 11

• rafacmc / fibra

  FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.

  pythonfinancebond-pricingfixed-incomebrazil
  10

• dmitryy / moex-bonds

  Bonds calculator for MOEX

  moexfinancefinance-managementportfoliobondsbond-pricing
  Language:JavaScript 9

• zodiac3539 / FinanceInR1

  Finance R program - bond pricing, option pricing, and others

  financerbond-pricingk-nearest-neighbourscapmbondnpvytm
  Language:R 9

• ajh1143 / Bond_Valuations_Python

  Calculates Bond Valuations

  financial-analysisfinancebond-pricingvaluationpython
  Language:Python 4

• AtilioA / AlertaDoTesouro

  🚨 A web application that notifies you about Brazilian treasury bond rates.

  tesouro-diretotypescriptexpressreactjsbondsbond-pricingnodejs
  Language:TypeScript 4

• blckswmngbrd / ANN.BondRatings

  Artificial Neural Network - Corporate Investment Grade Bond Rating

  annkeras-neural-networksbond-pricingbondratingsinvestmentsinvestment-strategiescorporatepython3
  Language:Python 4

• pontazaricardo / Finance_BinomialTree_American-put_European-put

  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).

  financematlabbinomial-treeputcallbondsbond-pricingamerican-optionseuropean-options
  Language:MATLAB 3

• Robin-Guilliou / Bond-Pricing

  Implementation of a fixed-rate bond pricer to compute various bond metrics (yield to maturity, price, duration, convexity...).

  bond-pricing
  Language:Jupyter Notebook 3

• dreary-ennui / Get-BondValues.ps1

  This PowerShell script fetches U.S. Savings Bond values using the web form located at https://www.treasurydirect.gov/BC/SBCPrice

  financebond-valuesbond-pricingautomation
  Language:PowerShell 2

• Kaligula0 / Finance-Quote-module-Obligacje-Skarbowe

  Moduł do Finance::Quote (i GnuCash) obliczający wartość polskich obligacji skarbowych.

  gnucashperlfinance-quotebond-pricingbonds
  Language:Perl 2

• pontazaricardo / Finance_European_double-barrier_knock-out_call

  This program calculates the price of European double-barrier knock-out calls by the use of binomial trees and Monte Carlo Simulations.

  bondsbond-pricingmonte-carlo-simulationbarrierpricebinomial-treesknock-outdouble-barriercallbond
  Language:MATLAB 2

• xliUNR / ZazoveExercises

  Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.

  python3financeoptions-pricingoptions-tradingbond-pricingdiscounted-cash-flowsinterpolationlinear-splineseuropean-optionsbinomial-model
  Language:Python 2

• yulu0131 / NelsonSiegel

  Nelson Siegel parametric model

  bond-pricinginterest-ratesnelson-siegel
  Language:Jupyter Notebook 2

• AndersonNU / Applied-Finance-with-R

  This repository includes the projects in the lessons that I took with datacamp.com

  financebond-pricing
  Language:R 1

• kyz128 / AFP-Using-Python

  Arbitrage-free Pricing of Fixed Income Securities Using Python

  hedgingbackward-inductioninterest-rate-productsbond-pricingyields
  Language:Jupyter Notebook 1

• pontazaricardo / Finance_RelativeChange

  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.

  financezero-couponbondspricerelative-changebond-pricingbond-pricing-relative-value
  Language:MATLAB 1

• sakshamssr / ODT

  Options and derivative terminal | Modern Bonds Search Engine.

  bondbond-pricingbondsdjangogooglegoogle-newsgoogle-news-apigoogle-news-homepagegoogle-news-scrapergoogle-news-scrapperpythonpython3stocksbonds-apibonds-scraper
  Language:HTML 1

• vladislavpyatnitskiy / fixedincomepy

  Toolkit for Fixed Income instruments

  bond-pricingbond-yield-to-maturitybond-yield-value-at-riskconvexitydurationinternal-rate-of-returnmirrmodified-internal-rate-of-returnnet-present-valuenpvpythondiscounted-payback-rule
  Language:Python 1

• xixi0222 / Zero-Coupon-Bond-Pricing-by-Monte-Carlo-Simulation

  I simulate the CIR85 model and derive Monte Carlo simulation estimates for Zero-Coupon Bond (ZCB) values.

  bond-pricingcir-modelmonte-carlo-simulation
  Language:Python 1

• aarjain1696 / Bond_Valuation

  The model analysis bond as an investment. It calculates the bond value, yield to maturity, interest rate sensitivity, and holding period yield

  financefinancial-analysisfinance-managementexcel-vbabond-pricing
  0

• darrenwchang / covid-hackathon-20

  Team project for the COVID-19 Policy Hackathon in June 2020.

  economicseconomics-modelshackathonbond-pricingbond-yieldbonds
  Language:R 0

• droconnel22 / QuantLib_Cpp_Practice

  Practice Questions using QuantLib 1.18 and Boost 17

  bond-pricingboostcpp20equity-optionsquantitative-financequantlib
  Language:C++ 0

• mfusai / inflation-linked-bonds

  This thesis aims to conduct a comparative analysis between two types of Italian government bonds: the conventional BTP and the inflation-indexed BTP Italia.

  bond-pricingbondsbtpinflation
  0
• Fixed_Income_VBA_project

  sumit090594 / Fixed_Income_VBA_project

  Open source

  bond-pricingbond-yieldbondsfixed-incomevbavba-excelyield-curve
  0

• vladislavpyatnitskiy / Fixed-Income-Analysis

  Application of script in Fixed Income Analysis

  bond-graphsbond-pricingbond-yieldbond-yield-value-at-riskcapital-budgeting-methodsconvexitydiscounted-cash-flowdurationfixed-incomeinternal-rate-of-returnmirrmodified-internal-rate-of-returnnet-present-value
  Language:R 0

• zmhez / WorkSample_PricingPlatform

  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

  analysisbond-pricingdatadatabaseexcelintergrationmachine-learning
  Language:Python 0

• KarelZe / DHBW_MWI

  MWI Projekt :mortar_board:

  bond-pricingbondsscholarstock
  Language:Java

• pontazaricardo / Finance_American_average-rate_call

  This program calculates the price of American-style arithmetic average-rate calls (ARO) based on the CRR binomial tree.

  financematlabbinomial-treebondsbond-pricingcalldeltaaros
  Language:MATLAB