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NDelventhal / cot_reports

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cot_reports is a Python library for fetching the Commitments of Trader reports of the Commodity Futures Trading Commission (CFTC). The following COT reports are supported: Legacy Futures-only, Legacy Futures-and-Options Combined, Supplemental Futures-and-Options Combined, Disaggregated Futures-only, Disaggregated Futures-and-Options Combined, Tr…

options bitcoin market-data transparency futures cme commodities swaps cot market-analysis foreign-exchange cftc open-interest commitments-of-traders cot-reports
  • Updated Apr 6, 2024
  • Python
rateslib

attack68 / rateslib

Star 151

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.

python students finance trading curves risk currency derivatives fx investment inflation bonds interest-rates treasury fixed-income risk-management swaps derivatives-pricing inflation-linked cross-currency
  • Updated Oct 28, 2024
  • Python

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