GitHub - abdullahau/fixed-income: Fixed income math implemented in python and supported with theory. Based on Donald J. Smith's Bond Math: The Theory Behind the Formulas

abdullahau / fixed-income Public

Fixed income math implemented in python and supported with theory. Based on Donald J. Smith's Bond Math: The Theory Behind the Formulas

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Name		Name	Last commit message	Last commit date
Latest commit History 76 Commits
.vscode		.vscode
reference-packages		reference-packages
references		references
.gitignore		.gitignore
0 - Annuity Functions.ipynb		0 - Annuity Functions.ipynb
0 - Bond Duration & Convexity.ipynb		0 - Bond Duration & Convexity.ipynb
1 - Money Market.ipynb		1 - Money Market.ipynb
2 - Zero-Coupon Bonds.ipynb		2 - Zero-Coupon Bonds.ipynb
3 - Coupon Bonds.ipynb		3 - Coupon Bonds.ipynb
4 - Bond Taxation.ipynb		4 - Bond Taxation.ipynb
5 - Term Structure of Interest Rates.ipynb		5 - Term Structure of Interest Rates.ipynb
5a - Quantitative Yield Curve Models.ipynb		5a - Quantitative Yield Curve Models.ipynb
6 - Duration & Convexity.ipynb		6 - Duration & Convexity.ipynb
6a - Option-Adjusted Spread Analysis.ipynb		6a - Option-Adjusted Spread Analysis.ipynb
Binomial Non-Arbitrage Option Pricing Model.py		Binomial Non-Arbitrage Option Pricing Model.py
cc_rate-tests.py		cc_rate-tests.py
fixed-income.code-workspace		fixed-income.code-workspace