Skip to content
#

inflation

Here are 157 public repositories matching this topic...

Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment and participation rates, quantitative easing, industrial production, personal consumption and savings. All analysis is based on data provided by FRED.

  • Updated May 12, 2024
  • Jupyter Notebook
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 13, 2024
  • Python

Improve this page

Add a description, image, and links to the inflation topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the inflation topic, visit your repo's landing page and select "manage topics."

Learn more