cross-currency

There are 0 repository under cross-currency topic.

rateslib
attack68 / rateslib
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.
bonds fixed-income swaps trading cross-currency currency curves derivatives derivatives-pricing finance fx inflation investment python risk risk-management students interest-rates treasury inflation-linked
Language:Python 275
mmushfiq / Arbitrage_MM
Currency Arbitrage solution with graphs
arbitrage currency-rates bellman-ford-algorithm graph-algorithms shortest-paths negative-cycles cross-currency permutation adjacency-lists adjacency-matrix
Language:Java 13
Kxiru / Hedgit.io
Cross-Currency trading with automatic hedging
cross-currency trading hedgeing
Language:JavaScript 0

attack68 / rateslib