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1. curve-bootstrapper curve-bootstrapper Public

   A Python based implementation of swap curve bootstrapping using a multi-dimensional solver.

   Jupyter Notebook 9 2

2. tactical-asset-allocation tactical-asset-allocation Public

   Implements different approaches to tactical and strategic asset allocation

   Jupyter Notebook 39 11

3. HW1F-HW2F HW1F-HW2F Public

   Hull-White 1/2 Factor Dynamics

   Python 14 6

4. pybeta pybeta Public

   A lean package to estimate financial asset betas

   Jupyter Notebook 9