domokane/FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

Jupyter NotebookPythonpythonstudentsfinanceriskcurrencypricingvaluationderivativesinvestmentnumbabondsasset-allocationcreditfixed-incomerisk-managementderivatives-pricing
This is stars and forks stats for /domokane/FinancePy repository. As of 06 May, 2024 this repository has 1648 stars and 257 forks.

Latest News and Versions 28 August 2023 - version 0.32 released Fixed bug in Bond OAS and ASW 24 August 2023 - Version 0.31 released Schedule Corrected bug in schedule generation Corrected bug in CDS protection leg integral Many Bond Classes have been amended Changed FULL price to DIRTY price in functions UPDATE YOUR CODE PLEASE. APOLS for inconvenience. Removed face amount from bond class - how much you buy is not intrinsic to a bond Made number of ex-dividend days a member of bond class Added adjustment...
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