swaps topic

List swaps repositories

optionmatrix

186
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Financial Derivatives Calculator with 168+ Models (Options Calculator)

curves

70
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Tools for building commodity forward, swaps, and futures curves (Python and .NET).

risktools-dev

27
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Risk tools for commodities trading and finance

p2pFiat

20
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p2p fiat aims to build trustless p2p btc collateralised fiat stability over the Lightning Network

rateslib

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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...

ql_rest

21
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5
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REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib

cot_reports

121
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31
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cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy...