• Stars
    star
    30
  • Rank 840,069 (Top 17 %)
  • Language
    Python
  • License
    GNU General Publi...
  • Created about 4 years ago
  • Updated about 1 month ago

Reviews

There are no reviews yet. Be the first to send feedback to the community and the maintainers!

Repository Details

Bond pricing using YTM or zero curve. Also basic NPV/IRR functions

More Repositories

1

jrvFinance

R package for financial present value functions and option pricing
R
11
star
2

icalcli

Command line python front end to ics calendar
Python
8
star
3

ledger-helper

Python helper code to run ledger-cli more easily
Python
8
star
4

rshiny-efficient-frontier

R-Shiny App for computing and plotting the Markowitz mean-variance efficient frontier
R
7
star
5

black-scholes-java

Java functions and applet for Black Scholes option pricing formula
Java
7
star
6

efficient-frontier

Markowitz algorithm to compute the Efficient Frontier of Mean-Variance efficient portfolios
C++
5
star
7

rshiny-Black-Scholes

R Shiny App for Black Scholes Option Valuation and Greeks
R
4
star
8

convertible-bonds

Numerical valuation of convertible bonds and options on stocks
C++
3
star
9

option_combos

Black Scholes for options, portfolios, combos
Python
2
star
10

markdown-glue

Wrapper Scripts to convert to/from markdown using pandoc and jupyter-nbconvert
Python
1
star
11

MSExcel-Kernel-Density-Estimate

Compute a kernel based density estimate from data contained in a spreadsheet.
VBA
1
star
12

dot-emacs

Jayanth Varma's .emacs (init.el)
Emacs Lisp
1
star
13

MSExcel-Black-Scholes

Visual Basic code for option valuation in Excel using Black Scholes
Visual Basic
1
star
14

fdbarrier

Valuing barrier options using finite difference method in QuantLib Python
HTML
1
star
15

MSExcel-Numerical-Integration

Visual Basic Code for numerical integration (using Romberg method) in excel
Visual Basic
1
star
16

MSExcel-Zero-Curve-Bond-Pricing

Visual Basic code for bond pricing using a zero yield curve
Visual Basic
1
star
17

black-derman-toy

Black-Derman-Toy (BDT) model for valuing options on bonds or embedded in bonds
C++
1
star