bonds

There are 4 repositories under bonds topic.

• FinancePy

  domokane / FinancePy

  A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

  asset-allocationbondscreditcurrencyderivativesderivatives-pricingfinancefixed-incomeinvestmentnumbapricingpythonriskrisk-managementstudentsvaluation
  Language:Jupyter Notebook 2013

• rsvp / fecon235

  Notebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

  jupyter-notebookpandasfederal-reservegdpinflationhousingequitiesbondsfxgoldtime-serieseconometricsstatisticsasset-pricingfinanceinterest-rateseconomicsemploymentpythonfecon236
  Language:Jupyter Notebook 1095

• JECSand / yahoofinancials

  A powerful financial data module used for pulling data from Yahoo Finance. This module can pull fundamental and technical data for stocks, indexes, currencies, cryptos, ETFs, Mutual Funds, U.S. Treasuries, and commodity futures.

  stock-datayahoo-financefinancial-datastock-quotesfundamentalscryptocurrenciesforexcommoditiesetfsmutual-fundsbonds
  Language:Python 899

• suminb / finance

  경제적 자유로의 여정

  bondscagrfinanceinvestmentpythonstock
  Language:Python 131

• MathSci / fecon236

  Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

  pythonfecon235pandastime-serieseconometricsstatisticseconomicsfinanceinterest-ratesbondsequitiesfxgoldinflationhousingasset-pricing
  Language:Python 124
• rateslib

  attack68 / 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.

  bondsfixed-incomeswapstradingcross-currencycurrencycurvesderivativesderivatives-pricingfinancefxinflationinvestmentpythonriskrisk-managementstudentsinterest-ratestreasuryinflation-linked
  Language:Python 106

• ffeast / finam-export

  Python client library to download historical data from finam.ru

  finamtradingstocksmoexmicexrtsfuturesbondsinvestment
  Language:Python 100

• DavideViolante / investing-com-api

  Unofficial APIs for Investing.com website.

  investinginvesting-apifinancefinance-apimarketsmarkets-apiindicesstocksetfsbondscurrenciescryptocurrency
  Language:JavaScript 79

• thk3421-models / KellyPortfolio

  A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations

  kelly-criterionkellyportfoliooptimizationfinancetradingstockscryptocurrencybonds
  Language:Python 74

• wilsonfreitas / R-fixedincome

  Fixed income tools for R

  spot-rate-curveinterpolationpricing-bondsplotrfixed-incomebondsfinancecalendar
  Language:R 50
• TmVal

  genedan / TmVal

  Time Value of Money - a Python package for mathematical interest theory, annuity, and bond calculations.

  actuarialfinanceinterest-theoryinsurancefinancial-mathematicsbondsannuity
  Language:Python 27

• shreysrins / bond-calculator

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

  bondsbond-pricingbond-yieldcli-app
  Language:Python 27

• 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 23

• mkipnis / ql_rest

  REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib

  quantlibrestrest-apirestfulrestful-apioptionsquantitative-financebondsreactjsswaps
  Language:Shell 23

• webn3ewbie / Economic-Data-Terminal

  fred-apibondscommoditiescpigdpvolatilityyield-curvestreamlit
  Language:Python 23

• stevob14 / passivecash

  Passive Cash Ideas

  cashdividendscryptocurrencycryptohoneygainhigh-yieldsavings-accountdeficefiannuitiesbondscdscompound-interest-calculatorbitcoinethereumpassive-incomepassive-cashinflation-calculatorreal-estatemortgage-calculator
  Language:JavaScript 22

• grafioschtrader / grafioschtrader

  A web application for the overall performance of multiple portfolios with different financial instruments and currencies.

  angularbondsfinancialforexinvestingjavamariadbmulti-tenancyportfolioprimengspring-bootstockstrackingtradingtypescript
  Language:Java 17

• raymond180 / FINRA_TRACE

  Research project on Financial Industry Regulatory Authority (FINRA) Trade Reporting and Compliance Engine (TRACE) academic version

  bondsfinancelatent-dirichlet-allocationresearchtopic-modeling
  Language:Jupyter Notebook 15

• fosgate29 / financialcircuit

  Writing zero-knowledge circuits using gnark to expand the existing library – Focus on Financial Circuit Development and Approach

  gnarkbaselineethereumsolidityzkpbondsgo
  Language:Go 13

• lnsongxf / fecon235

  Computational data tools for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics

  jupyter-notebookpandasfederal-reservegdpinflationincomehousingequitiesbondsfxgoldtime-series-econometricsstatisticsasset-pricingfinanceinterest-rateseconomicsemploymentpython
  Language:Jupyter Notebook 13

• stockviz / blog

  Code, mostly in R, for charts and analysis on our blog.

  equitiesbondsstocksetfsmutual-fundsquantitative-financequantrindices
  Language:HTML 12

• epogrebnyak / finec

  Financial data and computation for Finec MGIMO students.

  bondsfinancefinancialstocks
  Language:Python 11

• harshil21 / carbonpy

  An Organic Chemistry module

  bondscarbonchemistrycompoundiupacorganic-chemistrypippython3
  Language:Python 11

• kapitanov / moex-bond-recommender

  Сервис для рекомендаций по покупке облигаций на базе публичного API Московской биржи.

  moexmoex-issbonds
  Language:Go 11

• 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

• dmitryy / moex-bonds

  Bonds calculator for MOEX

  moexfinancefinance-managementportfoliobondsbond-pricing
  Language:JavaScript 9

• janlukasschroeder / eodhistoricaldata-api

  etffinancial-dataoptionsmutual-fundbondsvaluationstock-pricesearningsfinancialsfinancial-analysisfundamental-analysisstocksequitiesetf-holdingsapi
  Language:JavaScript 9

• konimarti / fixedincome

  Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters

  bondsfinancefinancial-analysisfintechfixed-incomeforwardrateagreementforwardsho-leeinterestrateswapsmontecarlo-simulationoptionsoptions-pricingquantitative-financetermstructurevaluationvasicek
  Language:Go 8

• nikorablin / finra-scraper

  Scraper for bond data on finra

  scraperfinrajsbonds
  Language:JavaScript 8

• mkipnis / qldds

  QLDDS - Data Distribution Service for QuantLib

  c-plus-plusquantlibfixed-incomeequitiescurvesswapsswaptionsbondsinterestrateswapsoptionsoptions-pricing
  Language:C++ 6

• nchukalovskiy / bonds-risk

  Financial risks of bonds

  rmathematicabondsfixed-incomemarket-riskcredit-riskcollateralrisk-managementvaluationvalue-at-riskdata-science
  Language:Mathematica 5

• Shemplo / TBS

  Bonds scanner in Tinkoff investments

  tinkoff-investmoexmoex-issjavabondsanalysisstock-marketinvestmentapplication
  Language:Java 5

• yangwangmadrid / mbfo

  A program for Maximum Bonding Fragment Orbital (MBFO) analysis

  bondingbondschemical-bondingchemistrydft-calculationsinteractionmolecular-fragmentsorbitals
  5

• AtilioA / AlertaDoTesouro

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

  tesouro-diretotypescriptexpressreactjsbondsbond-pricingnodejs
  Language:TypeScript 4

• porter-finance / v1-core

  ⛰️ Smart contracts powering the Porter protocol.

  solidityprotocolbondsdefi
  Language:TypeScript 4

• wrcarpenter / Z-Spread

  Python methods for bootstrapping a spot rate curve from Treasury data and calculating Z-spread for fixed income bonds.

  bondsbootstrapfixed-incomepythonnumpypandas
  Language:Jupyter Notebook 3