Financial Derivatives Calculator with 168+ Models (Options Calculator)
-
Updated
Feb 16, 2024 - C++
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…
Tools for building commodity forward, swaps, and futures curves (Python and .NET).
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.
QLDDS - Data Distribution Service for QuantLib
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
Lamden's implementation of atomic swaps and triggers for Ethereum and ERC assets.
p2p fiat aims to build trustless p2p btc collateralised fiat stability over the Lightning Network
Risk tools for commodities trading and finance
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.
In this section we will explore several contributions on Financial Derivatives valuation
New smart trade api. Dry run uniswap, pancakeswap, ... token swaps with precision and profit in mind
Add a description, image, and links to the swaps topic page so that developers can more easily learn about it.
To associate your repository with the swaps topic, visit your repo's landing page and select "manage topics."