Add mortgagemath to Financial Instruments & Pricing (#380)

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Murray Stokely
2026-05-30 04:22:53 -07:00
committed by GitHub
parent 08fd82f785
commit 614b39dcce
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@@ -74,6 +74,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants
- [finoptions](https://github.com/bbcho/finoptions-dev) - `Python` - Complete python implementation of R package fOptions with partial implementation of fExoticOptions for pricing various options.
- [pypme](https://github.com/ymyke/pypme) - `Python` - PME (Public Market Equivalent) calculation.
- [AbsBox](https://github.com/yellowbean/AbsBox) - `Python` - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS).
- [mortgagemath](https://github.com/murraystokely/mortgagemath) - `Python` - Cent-accurate mortgage amortization schedules with Decimal arithmetic and published-source validation across six countries.
- [Intrinsic-Value-Calculator](https://github.com/akashaero/Intrinsic-Value-Calculator) - `Python` - 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) - `Python` - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula.
- [rateslib](https://github.com/attack68/rateslib) - `Python` - A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps.