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Achievements

Achievement: Pull Sharkx4Achievement: Pair Extraordinairex3Achievement: Starstruckx2Achievement: YOLOAchievement: QuickdrawAchievement: Mars 2020 ContributorAchievement: Arctic Code Vault Contributor

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  1. rateslib rateslib Public

    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 …

    Python 278 52

  2. book_irds3 book_irds3 Public

    Code repository for Pricing and Trading Interest Rate Derivatives

    Jupyter Notebook 100 32