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convexity

Here are 5 public repositories matching this topic...

cog-imperial / suspect

Special Structure Detection for Pyomo

pyomo nonlinear-optimization mathematical-programming convexity mixed-integer-optimization

Updated Jul 14, 2022
Python

wrcarpenter / Fixed-Income-Valuation

Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.

duration derivatives fixed-income mortgages convexity interest-rate-derivatives

Updated Feb 20, 2024
Python

vladislavpyatnitskiy / fixedincomepy

Toolkit for Fixed Income instruments

python duration bond-pricing npv internal-rate-of-return convexity net-present-value mirr bond-yield-to-maturity modified-internal-rate-of-return bond-yield-value-at-risk discounted-payback-rule

Updated Jan 26, 2024
Python

aflapan / fixedIncome

This is a library for fixed income quant analytics.

duration curve-fitting bonds fixed-income convexity fixed-income-analytics

Updated Oct 28, 2024
Python

tej-88 / USC-EE559-HW04

This repo is Homework-04 of EE-559(Machine Learning I: Supervised Methods) completed at USC. Topics Resources

perceptron gradient-descent lasso-regression convexity

Updated Jun 23, 2023
Python

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