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A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
Explored a decade of CPI and BER data using Python and Jupyter notebooks for in-depth time series analysis, forecasting, and error evaluation. Techniques include data cleaning, exploratory analysis, and specialized time series modeling.