From 2b9ab51b0cf65157b60b8d260549ca723e466cff Mon Sep 17 00:00:00 2001 From: Wilson Freitas Date: Thu, 22 Feb 2024 06:41:55 -0300 Subject: [PATCH] added rateslib and book_irds3 --- README.md | 2 ++ site/index.qmd | 2 ++ 2 files changed, 4 insertions(+) diff --git a/README.md b/README.md index 8c1836a..16ad376 100644 --- a/README.md +++ b/README.md @@ -64,6 +64,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [AbsBox](https://github.com/yellowbean/AbsBox) - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS). - [Intrinsic-Value-Calculator](https://github.com/akashaero/Intrinsic-Value-Calculator) - A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis. - [Kelly-Criterion](https://github.com/deltaray-io/kelly-criterion) - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula. +- [rateslib](https://github.com/attack68/rateslib) - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. ### Indicators @@ -525,3 +526,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Quant-Finance-With-Python-Code](https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher - [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference. - [Statistical-Learning-based-Portfolio-Optimization](https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization) - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018). +- [book_irds3](https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives. \ No newline at end of file diff --git a/site/index.qmd b/site/index.qmd index bcfda5d..f30e730 100644 --- a/site/index.qmd +++ b/site/index.qmd @@ -55,6 +55,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [AbsBox](https://github.com/yellowbean/AbsBox) - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS). - [Intrinsic-Value-Calculator](https://github.com/akashaero/Intrinsic-Value-Calculator) - A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis. - [Kelly-Criterion](https://github.com/deltaray-io/kelly-criterion) - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula. +- [rateslib](https://github.com/attack68/rateslib) - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. ### Indicators @@ -516,3 +517,4 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [Quant-Finance-With-Python-Code](https://github.com/lingyixu/Quant-Finance-With-Python-Code) - Repo for code examples in Quantitative Finance with Python by Chris Kelliher - [QuantFinanceTraining](https://github.com/JoaoJungblut/QuantFinanceTraining) - This repository contains codes that were executed during my training in the CQF (Certificate in Quantitative Finance). The codes are organized by class, facilitating navigation and reference. - [Statistical-Learning-based-Portfolio-Optimization](https://github.com/YannickKae/Statistical-Learning-based-Portfolio-Optimization) - This R Shiny App utilizes the Hierarchical Equal Risk Contribution (HERC) approach, a modern portfolio optimization method developed by Raffinot (2018). +- [book_irds3](https://github.com/attack68/book_irds3) - Code repository for Pricing and Trading Interest Rate Derivatives. \ No newline at end of file