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rateslib

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.

  • Updated May 19, 2024
  • Python
Python-Elementary-Set-Theory-Calculator

A Python library designed to be exceptionally user friendly and fast. Recommended usages for this library are for new to intermediate level math/comsci majors being introduced to set theory for the first time. Features include: Simple set object, set union calculation, set intersection calculation, power set calculation, cartesian product, and more

  • Updated Apr 3, 2024
  • Python

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