This is a library for fixed income quant analytics.
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Oct 28, 2024 - Python
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convexity
Here are 13 public repositories matching this topic...
A Coq formalization of information theory and linear error-correcting codes
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Oct 25, 2024 - Coq
Financial Quantitative Analysis
personal-finance
portfolio
duration
correlation
jupyter-notebook
colab
bond
yield
stocks
quantitative
etf
vanguard
dca
correlation-analysis
colab-notebook
convexity
ishares
lumpsum
bond-analysis
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Oct 13, 2024 - Jupyter Notebook
Application of script in Fixed Income Analysis
duration
bond-yield
fixed-income
bond-pricing
bond-graphs
internal-rate-of-return
convexity
net-present-value
mirr
discounted-cash-flow
modified-internal-rate-of-return
bond-yield-value-at-risk
capital-budgeting-methods
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Oct 11, 2024 - R
Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.
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Feb 20, 2024 - Python
Toolkit for Fixed Income instruments
python
duration
bond-pricing
npv
internal-rate-of-return
convexity
net-present-value
mirr
bond-yield-to-maturity
modified-internal-rate-of-return
bond-yield-value-at-risk
discounted-payback-rule
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Jan 26, 2024 - Python
math from UCSB/Annapolis era
algebra
analysis
optimization
polynomials
algebraic-geometry
convexity
semi-algebraic
positive-semi-definite
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Aug 24, 2023 - TeX
This repo is Homework-04 of EE-559(Machine Learning I: Supervised Methods) completed at USC. Topics Resources
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Jun 23, 2023 - Python
Fixed Income Investing analysis with Python
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Feb 24, 2023 - Jupyter Notebook
some option technics within python and R
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Nov 17, 2022 - Jupyter Notebook
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Aug 7, 2022 - Jupyter Notebook
Special Structure Detection for Pyomo
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Jul 14, 2022 - Python
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