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isda

Here are 8 public repositories matching this topic...

sambacha / compendium

The Greatest Collection of anything related to finance and crypto

Updated Sep 1, 2021
Jupyter Notebook

digital-asset / lib-cdm-event-specification-module

Updated Jan 28, 2020
Haskell

kmedian / yearfrac

Difference between dates as a fraction of 1 year

pypi day-count isda date-calculation year-difference day-count-method icma

Updated Nov 13, 2021
Python

suhasghorp / isda_model

python cds isda

Updated Oct 23, 2019
Python

meenmo / ISDA_SIMM

Implementation of ISDA SIMM v2.3 & 2.4

derivatives risk-management derivatives-pricing isda initial-margin isda-simm

Updated Dec 10, 2021
Python

iCDS

jimzucker / iCDS

SNAC(Standard North American CDS), upfront fee calculator using the ISDA Standard CDS Model, www.cdsmodel.com and based on the functionality found on the MarkIt partners website, www.markit.com/cds. The applications free. Its only objective is for the author to have a non-trivial application in the iPhone AppStore. The approach of the application is to recalculate the upfront fee and intermediate results and display them as the user changes outputs using the quick entry controls or the pickers accessed by pressing the buttons displaying the inputs. Copyright 2009-2015.

cds ios-swift isda snac

Updated Oct 25, 2020
C

freight-trust / cdm

ISDA CDM

legal smart-contracts cdm daml isda common-domain-model

Updated Jul 21, 2020
TypeScript

sambacha / finanical-instrument-events

ISDA Events and Definitions

finance functions ethereum blockchain fintech swap instruments isda

Updated Mar 8, 2021

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