Project Name | Stars | Downloads | Repos Using This | Packages Using This | Most Recent Commit | Total Releases | Latest Release | Open Issues | License | Language |
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Rateslib | 39 | 3 months ago | 10 | November 29, 2023 | 10 | other | Python | |||
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 automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma. | ||||||||||
Squantlib | 12 | 4 months ago | 5 | Scala | ||||||
Financial pricing package in Scala. |