Financial Derivatives Calculator with 168+ Models (Options Calculator)

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

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, Tr…

Risk tools for commodities trading and finance

REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib

p2p fiat aims to build trustless p2p btc collateralised fiat stability over the Lightning Network

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

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

QLDDS - Data Distribution Service for QuantLib

A lightweight "Dapp Survival Kit" to help applications deliver fully functional experiences without sacrificing decentralization, security or privacy

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

Eco-Friendly Household Product Finder and Tracker

Mortgage Valuation, Transfer Pricing, Hedging

New smart trade api. Dry run uniswap, pancakeswap, ... token swaps with precision and profit in mind

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

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

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

🛸 — Simplify your crypto journey with automatic swaps, taps, and more. This bot’s diverse features let you navigate the world of Yes Coin with ease and efficiency.