Skip to content
#

bonds

Here are 23 public repositories matching this topic...

rateslib

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.

  • Updated Mar 1, 2025
  • Python

Python-скрипты для анализа облигаций на Московской бирже: поиск привлекательных облигаций, расчет денежных потоков и мониторинг новостей по эмитентам

  • Updated Feb 28, 2025
  • Python

Improve this page

Add a description, image, and links to the bonds topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the bonds topic, visit your repo's landing page and select "manage topics."

Learn more