data-transformations topic
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
zingg
Scalable identity resolution, entity resolution, data mastering and deduplication using ML
datagene
DataGene - Identify How Similar TS Datasets Are to One Another (by @firmai)
DROP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
DRIP
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
flowman
Flowman is an ETL framework powered by Apache Spark. With its declarative approach, Flowman simplifies the development of complex data pipelines.
bond_pricer
Python class and jupyter iPython notebook for pricing a fixed coupon bond
DROP-Fixed-Income
DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valua...
R-fixedincome
Fixed income tools for R
TreasuryFutureTrading
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change