JHM Darbyshire

icon indicating a website link https://rateslib.com

icon location Stockholm, Sweden icon location IRSs and XCSs Trader (Swedbank, Nordea, Barclays). Author. Core dev team volunteer (Pandas).

Results 2 repositories owned by JHM Darbyshire

rateslib

111
Stars
20
Forks
Watchers

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 a...

verified publisher icon attack68

book_irds3

44
Stars
14
Forks
Watchers

Code repository for Pricing and Trading Interest Rate Derivatives

verified publisher icon attack68