Financial Derivatives Calculator with 168+ Models (Options Calculator)

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…

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.

Tools for building commodity forward, swaps, and futures curves (Python and .NET).

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

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

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

QLDDS - Data Distribution Service for QuantLib

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

Eco-Friendly Household Product Finder and Tracker

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

Mortgage Valuation, Transfer Pricing, Hedging

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

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