The calculator can be found in Financial Calculator.ipynb
This calculator performs the calculations related to:
Mortgages: Fixed Mortgage, ARM (5/1) for 30 years maturity, Balloon Mortgage, IO Mortgage and PLAM. Standard Measures which measure prepayment speeds CPR and PSA. Module: SairamMortgage
Credit Risk: Expected Loss, Unexpected Loss, Risk Contribution, VaR, lognormal VaR and ES. Module: SairamRisks
Bonds: Bond Pricing, Dirty Price, Forward Rate, Duration, Convexity, DV01, Percentage change in bond price and Realized Returns. Module: SairamBonds
Derivatives: Option Greeks with dividends and some Forward price formulas. Module: SairamDerivatives
BasicInvestments: Simple Interest, Compound Interest, Continously Compounded Interest, EIR, Annuity and Perpetuity. Module: SairamBasicInvestments
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SaiRav95/Financial-Calculator
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