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rateslib

attack68 / rateslib

Star 169

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 differentiaton (AD) and risk sensitivity calculations including delta and cross-gamma.

python students finance trading curves risk currency derivatives fx investment inflation bonds interest-rates treasury fixed-income risk-management swaps derivatives-pricing inflation-linked cross-currency
  • Updated Jan 2, 2025
  • Python
stockholm

kalaspuff / stockholm

Sponsor
Star 68

💵 Modern Python library for working with money and monetary amounts. Human friendly and flexible approach for development. 100% test coverage + built-in support for GraphQL and Protocol Buffers transports using current best-practices.

python graphql money finance package library protobuf protocol-buffers currency value python3 exchange fintech currencies calculation monetary arithmetics stockholm amount python-money
  • Updated Jun 7, 2024
  • Python

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