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 differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.
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Résultats de recherche: bonds
Annuaire en anglaisNotebooks for financial economics. Keywords: Jupyter notebook pandas Federal Reserve FRED Ferbus GDP CPI PCE inflation unemployment wage income debt Case-Shiller housing asset portfolio equities SPX bonds TIPS rates currency FX euro EUR USD JPY yen XAU gold Brent WTI oil Holt-Winters time-series forecasting statistics econometrics
Access China, Hong Kong, US, fund, futures, bond, and macroeconomic data through Tushare Pro workflows.
Go library containing a collection of financial functions for time value of money (annuities), cash flow, interest rate conversions, bonds and depreciation calculations.