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curves

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rateslib

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.

  • Updated May 19, 2024
  • Python

Machine Learning Project for classifying Weather into ThunderStorm (0001) , Rainy(0010) , Foggy (0100) , Sunny(1000) and also predict weather features for next one year after training on 20 years data on a neural network This is my first Machine Learning Project. Steps To run the project: Extract the files into a single directory ( say "MyWeathe…

  • Updated Nov 6, 2016
  • M

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