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The Top 12 Fixed Income Open Source Projects

Open source projects categorized as Fixed Income
Categories > Fixed Income
Financepy ⭐ 1,711
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
dependent packages 2total releases 42most recent commit 4 months agopypi financepy} Downloads
Drop ⭐ 100
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
most recent commit 3 months ago
Rateslib ⭐ 39
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.
total releases 10most recent commit 3 months ago
R Fixedincome ⭐ 39
Fixed income tools for R
dependent packages 1total releases 5most recent commit 10 months ago
Drip ⭐ 24
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
most recent commit 5 years ago
Derivatives Algorithms Lib ⭐ 16
AAD enabled and scripting included derivatives modeling.
most recent commit 3 months ago
Treasuryfuturetrading ⭐ 14
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
most recent commit 6 years ago
Drop Fixed Income ⭐ 14
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 Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analyt
most recent commit 6 years ago
Pytrading ⭐ 11
Based on the concepts in "CIMTR" and others, swing trading
most recent commit a year ago
Data Ust ⭐ 7
US Treasuries Yield Curve Data
most recent commit 2 years ago
Bloomberg Fixed Income Data Processing ⭐ 5
Standardised Bloomberg Fixed Income Processing
most recent commit 4 years ago
Qldds ⭐ 5
QLDDS - Data Distribution Service for QuantLib
most recent commit a year ago
The 2 Most Depended On Fixed Income Open Source Projects
R Fixedincome ⭐ 39
Fixed income tools for R
dependent packages 1total releases 5latest release June 30, 2023most recent commit 10 months ago
The 3 Latest Releases In Fixed Income Open Source Projects
R Fixedincome ⭐ 39
Fixed income tools for R
dependent packages 1total releases 5latest release June 30, 2023most recent commit 10 months ago
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