treasury
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Automated repository that archives government bond rates of Hungary.
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Updated
Jun 21, 2024 - Python
A comprehensive toolkit for finance and treasury specialists, featuring robust parsers for bank statements in CAMT (ISO 20022) format, enabling seamless processing and analysis of financial transactions.🐍
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Jun 17, 2024 - Python
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.
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Updated
Jun 21, 2024 - Python
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