fixed-income topic
List
fixed-income repositories
rateslib
111
Stars
20
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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...
Derivatives-Algorithms-Lib
18
Stars
5
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AAD enabled and scripting included derivatives modeling.
fixed-income-and-credit
23
Stars
8
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Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
fixed-income
20
Stars
9
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Basic package for fitting yield-curves and other things.
data-ust
20
Stars
12
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US Treasuries Yield Curve Data
Bloomberg-Fixed-Income-Data-Processing
20
Stars
7
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Standardised Bloomberg Fixed Income Processing