A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differentiaton (AD) and risk sensitivity calculations including delta and cross-gamma.

Financial Derivatives Calculator with 171+ 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…

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

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

MANTRA DEX is a decentralized AMM (Automated Market Maker) protocol that allows permissionless creation of liquidity pools and farms.

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

QLDDS - Data Distribution Service for QuantLib

PumpSwap is a Python module for interacting with Solana's Pump.fun tokens. Automatically build instructions for your transaction, or simply use built-in functions to make Pump.fun swaps.

A lightweight "Dapp Survival Kit" to help applications deliver fully functional experiences without sacrificing decentralization, security or privacy

Eco-Friendly Household Product Finder and Tracker

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

Mortgage Valuation, Transfer Pricing, Hedging

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

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

Replication of "The TIPS-Treasury Bond Puzzle" paper (2014) by Hanno Lustig, Matthias Fleckenstein, and Francis A. Longstaff

In this section we will explore several contributions on Financial Derivatives valuation