CLI bond calculator that computes bond YTM, price, duration, and convexity.
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Feb 17, 2022 - Python
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bond-pricing
Here are 9 public repositories matching this topic...
Computation of bond value
bond yield maturity bonds bond-yield bond-pricing-relative-value bond-pricing yield-estimation bond-maturity current-yield bond-current-yield bond-ytm bond-yield-to-maturity yield-to-maturity bond-fair-value bond-valuations
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Nov 14, 2020 - Python
Artificial Neural Network - Corporate Investment Grade Bond Rating
python3 corporate investments ann keras-neural-networks bond-pricing investment-strategies bondratings
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Aug 4, 2018 - Python
Calculates Bond Valuations
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Dec 15, 2018 - Python
Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
finance interpolation python3 binomial-model bond-pricing european-options options-trading linear-splines options-pricing discounted-cash-flows
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Jul 8, 2019 - Python
I simulate the CIR85 model and derive Monte Carlo simulation estimates for Zero-Coupon Bond (ZCB) values.
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Feb 9, 2020 - Python
Toolkit for Fixed Income instruments
python duration bond-pricing npv internal-rate-of-return convexity net-present-value mirr bond-yield-to-maturity modified-internal-rate-of-return bond-yield-value-at-risk discounted-payback-rule
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Jan 26, 2024 - Python
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Oct 10, 2024 - Python
An intergrated platform coded for S&P Global SF pricing dept. An Excel-based pricing platform integrating excel, Database, Intex, and firm's software. Due to non-disclosure/confidentiality agreement, this is a slice of the code and some contents are omitted/masked/simplified/re-named
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Jan 18, 2023 - Python
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