interest-rates
There are 8 repositories under interest-rates topic.
FinMind / FinMind
Open Data, more than 50 financial data. 提供超過 50 個金融資料(台股為主)，每天更新 https://finmind.github.io/
Language:Jupyter Notebook 2081rsvp / 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
Language:Jupyter Notebook 1095ucaiado / rl_trading
An environment to high-frequency trading agents under reinforcement learning
Language:Python 271MathSci / fecon236
Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.
Language:Python 124- DROP
lakshmiDRIP / DROP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Language:HTML 114 - 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.
Language:Python 106 luphord / nelson_siegel_svensson
Implementation of the Nelson-Siegel-Svensson interest rate curve model.
Language:Python 106ilchen / US_Economic_Data_Analysis
Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment and participation rates, quantitative easing, industrial production, personal consumption and savings. All analysis is based on data provided by FRED.
Language:Jupyter Notebook 35asaficontact / FX_forecasting_model
Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"
Language:Python 26compatibl / practical-machine-learning
Examples and code for the Practical Machine Learning workshop series
Language:Python 23Nyholm / effective-interest-rate
Calculate effective interest, XIRR or effective APR.
Language:PHP 22- Language:HTML 16
as4456 / Leo_Krippner_SSR
Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
Language:Python 14lnsongxf / 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
Language:Jupyter Notebook 13pub-calculator-io / simple-interest-calculator
Free WordPress Plugin: The simple interest calculator can be used to provide a quick and accurate calculation of interest assessed on a loan or investment. www.calculator.io/simple-interest-calculator/
Language:JavaScript 13bongohead / econforecasting-r
This is the data scraping & modeling code used for models shown in https://econforecasting.com.
Language:R 10harshhacks / quantparadise
Interest-rate modeling and Fixed Income Pricing in Python
Language:Jupyter Notebook 10Free WordPress Plugin: Compound interest calculator that uses the interest formula (A = P(1 + r/n)ⁿᵗ) to help users understand the impacts of compound interest and money growth over time. www.calculator.io/compound-interest-calculator/
Language:JavaScript 9Replicates the script for generating the Wu Xia shadow rate term structure model in python
Language:Python 8Agaetis-IT / mortgage-helpers
A suite of JavaScript functions to compute mortgage values, such as monthly payments.
Language:TypeScript 7In this project, I show how different combinations and components of term spread have varying shapes, which can be analyzed in order to understand movements in the economy. Calculating term spread dispersion can help us better price risk in the bond market. Term spread combinations have varying power in explaining future movements in macro variable. It shows that the spanning hypothesis of the term spread against a macro variable might hold true depending on the combination and component of term spread that we are taking into consideration. This project provides a mechanism through which we can identify the best combination of a term spread for creating an efficient macro finance model.
Language:R 7open-source-modelling / Vasicek_one_factor_python
One factor Vasicek model in Python.
Language:Python 7ryanschaub / Predicting-Loan-Interest-Rates
In this project we will be using the publicly available and Kaggle-popular LendingClub data set to train Linear Regression and Extreme Gradient Descent Boosted Decision Tree models to predict interest rates assigned to loans. First, we will clean and prepare the data. This includes feature removal, feature engineering, and string processing.There are several entries where values have been deleted to simulate dirty data. Then, we will build machine learning models in Python to predict the interest rates assigned to loans. We will evaluate our models' performances using the root mean squared error (RMSE) metric and compare our models' results.
Language:Jupyter Notebook 7- Language:R 7
SidJain1412 / LoanDataEDA
:blue_book: Detailed Exploratory Data Analysis of Lending Club Loan Data
Language:Jupyter Notebook 7hugodevere / FOMCAnalysis-Model
The FOMCAnalysis model is engineered to analyze and interpret the language utilized by Federal Reserve officials and in key FOMC releases, such as the Beige Book and the minutes.
Language:Python 6- quant-finance-series
hjstobart / quant-finance-series
A collection of my own Quantitative Finance guides covering various topics.
Language:TeX 5 Free WordPress Plugin: Free online calculator to estimate the interest rate and total interest cost of an amortized loan with a fixed monthly repayment amount. www.calculator.io/interest-rate-calculator/
Language:JavaScript 5zeevallin / riksbank
Go library and command line tool for interacting with the Swedish central bank API
Language:Go 5gregorio-saporito / interest-rates
Shiny app deployed on shinyapps.io and embedded in an R package for easy install where I explore the cointegrating relationship among LIBOR interbank rates
Language:R 4lcsrodriguez / CuttingEdge-Milliman
Quant. Research project - Cutting-Edge project (In collaboration with Milliman & University of Paris-Saclay)
Language:Jupyter Notebook 4Free WordPress Plugin: With this free interest calculator you can compute accumulation schedules, final balances, and accrued interest. www.calculator.io/interest-calculator/
Language:JavaScript 4rengimcetingoz / LIBOR-Market-Model-BGM-Model
python implementation of forward rate modeling
Language:Python 4andrejewski / interest
Calculate the principal amount of money needed to achieve a self-sustaining revenue stream from compound interest.
Language:JavaScript 3chelmerrox / figure-rate
Figure Rate is a service & tool that compares interest rates from different financial institutions in Fiji.
Language:TypeScript 3- Language:Python 3
