Application of script in Fixed Income Analysis
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Updated
Aug 26, 2024 - R
Application of script in Fixed Income Analysis
Moduł do Finance::Quote (i GnuCash) obliczający wartość polskich obligacji skarbowych.
Options and derivative terminal | Modern Bonds Search Engine.
Analytics labs notebooks for Statistics and Business School students
Toolkit for Fixed Income instruments
This thesis aims to conduct a comparative analysis between two types of Italian government bonds: the conventional BTP and the inflation-indexed BTP Italia.
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
Bonds calculator for MOEX
Nelson Siegel parametric model
🚨 A web application that notifies you about Brazilian treasury bond rates.
Team project for the COVID-19 Policy Hackathon in June 2020.
CLI bond calculator that computes bond YTM, price, duration, and convexity.
Implementation of a fixed-rate bond pricer to compute various bond metrics (yield to maturity, price, duration, convexity...).
Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
The model analysis bond as an investment. It calculates the bond value, yield to maturity, interest rate sensitivity, and holding period yield
FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.
Financial Models using vba script and Python
Computation of bond value
Arbitrage-free Pricing of Fixed Income Securities Using Python
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