bonds

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

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

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.

Own a piece of the energy transition, from one dollar — the investor app for Heliobond, a transparent green-bond pool on Stellar.

XIRR and a finance toolkit for Ruby: internal rate of return for cash flows on arbitrary dates, plus time-value-of-money, bonds, depreciation, rate conversions, and performance metrics. Built on a safeguarded-Newton solver with an optional native extension.

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.

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

Python client library to download historical data from finam.ru

Python-скрипты для анализа облигаций на Московской бирже: поиск привлекательных облигаций, расчет денежных потоков и мониторинг новостей по эмитентам

Fixed income tools for R

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

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

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

Open Source Finance Management Platform

경제적 자유로의 여정

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

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

Phoenix Bonds -- a new bonding mechanism built with LiNEAR

A small Rust library for quantitative finance.

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