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swaps

Here are 14 public repositories matching this topic...

AnthonyBradford / optionmatrix

Financial Derivatives Calculator with 168+ Models (Options Calculator)

options monte-carlo financial quantlib derivatives quantitative-finance futures financial-analysis currency-exchange black-scholes financial-engineering swaps options-trading heston-model spreads options-pricing term-structure-models vasicek

Updated Jun 13, 2020
C++

cmdty / curves

Tools for building commodity forward, swaps, and futures curves (Python and .NET).

python csharp power gas quantitative-finance oil futures forward-curve commodities swaps smoothing-algorithm

Updated Aug 27, 2021
C#

Lamden / ethswaps

Lamden's implementation of atomic swaps and triggers for Ethereum and ERC assets.

atomic ethereum token swaps atomic-swaps

Updated Feb 28, 2018
JavaScript

bbcho / risktools-dev

Risk tools for commodities trading and finance

python finance risk oil eia risk-management cme commodities morningstar crude swaps oil-and-gas nymex

Updated Feb 10, 2022
HTML

BASAV

RiedleroD / BASAV

Python application that visualizes Sorting algorithms. Much more focus is laid on giving actual information from the visualisation than making pretty sounds and looking cool.

python sorting python3 bucket sorting-algorithms swaps sorting-algorithm-visualizations sorting-visualization inserts

Updated Aug 27, 2021
Python

mkipnis / qldds

QLDDS - Data Distribution Service for QuantLib

c-plus-plus options curves quantlib equities bonds fixed-income swaps swaptions options-pricing interestrateswaps

Updated Apr 28, 2021
C++

NDelventhal / cot_reports

cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Traders in Financial Futures (TFF) Futures-only and Traders in Financial Futures (TFF) Futures-and-Options Combined.

options bitcoin market-data transparency futures cme commodities swaps cot market-analysis foreign-exchange cftc open-interest commitments-of-traders cot-reports

Updated Feb 7, 2022
Python

DiviProject / atomic-swaps

♻️ Decentralized, peer-to-peer, cross-chain swaps simplified into 1 API request.

bitcoin atomic divi swaps

Updated Feb 11, 2022
Go

PatrickShaw / Hackamon2016-Reallocate-Web

web university hack frontend hackathon swaps hackamon

Updated Jul 23, 2018
JavaScript

Slash-Trash

cubasve / Slash-Trash

Eco-Friendly Household Product Finder and Tracker

nodejs mongodb mongoose expressjs lifestyle plastic household swaps

Updated Feb 13, 2022
JavaScript

jose19888 / Derivatives_valuation_and_Credit_risk_models

In this section we will explore several contributions on Financial Derivatives valuation

python r bonds swaps derivatives-pricing

Updated Nov 1, 2020
Jupyter Notebook

NicholasPurdy / SDRSliceGrabber

A Spring Batch program to download and process public OTC swaps data from DTCC's GTR.

java spring batch-processing otc swaps

Updated Apr 26, 2021
Java

kissste / Treasury-Mortgage-Risk-Pricing-Hedging

Mortgage Valuation, Transfer Pricing, Hedging

kafka analytics realtime quantlib bootstrapping swaps swaptions mortgages atoti

Updated Jul 14, 2021
Python

raj-rao-rr / TIPS-Treasury-Puzzle

Replication of "The TIPS-Treasury Bond Puzzle" paper (2014) by Hanno Lustig, Matthias Fleckenstein, and Francis A. Longstaff

tips arbitrage treasury swaps

Updated Nov 19, 2021
MATLAB

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