#计算机科学#GamestonkTerminal是一个由Python编写的，股票和虚拟货币终端命令行工具。并支持数据科学，机器学习等高级应用。
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
翻译 - 一个Python金融库，专注于金融衍生产品（包括固定收益，股票，外汇和信用衍生产品）的定价和风险管理。
Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.
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 wit...
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
Fixed income tools for R
Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics
Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.
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 Valua...
US Treasuries Yield Curve Data
Python class and jupyter iPython notebook for pricing a fixed coupon bond
AAD enabled and scripting included derivatives modeling.
Standardised Bloomberg Fixed Income Processing
Basic package for fitting yield-curves and other things.
Contains Python code and files used to estimate shadow rate using Krippner's K-ANSM(2) with an estimated lower bound term structure model
Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.
FIBRA - Fixed Income Brazil. Government and Corporate Bonds Pricing.