CLI bond calculator that computes bond YTM, price, duration, and convexity.
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Feb 17, 2022 - Python
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bond-pricing
Here are 18 public repositories matching this topic...
Computation of bond value
bond yield maturity bonds bond-yield bond-pricing-relative-value bond-pricing yield-estimation bond-maturity current-yield bond-current-yield bond-ytm bond-yield-to-maturity yield-to-maturity bond-fair-value bond-valuations
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Nov 14, 2020 - Python
Artificial Neural Network - Corporate Investment Grade Bond Rating
python3 corporate investments ann keras-neural-networks bond-pricing investment-strategies bondratings
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Aug 4, 2018 - Python
World Embedding: a daily 64-dim representation of the aggregate economic state (1985-2021). Drop-in state vector for asset pricing, macro forecasting, regime detection, and event studies.
finance machine-learning deep-learning time-series economics embedding asset-pricing bond-pricing multimodal-deep-learning bond-risk-premia macro-finance regime-detection macroeconomic-forecasting economic-state world-embedding economic-state-representation unspanned-macro-risks
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Apr 7, 2026 - Python
Calculates Bond Valuations
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Dec 15, 2018 - Python
Exercises for Zazove Associates interview process. Option-free coupon bond pricing using discounted cash flow model and European stock pricing using binomial model.
finance interpolation python3 binomial-model bond-pricing european-options options-trading linear-splines options-pricing discounted-cash-flows
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Jul 8, 2019 - Python
I simulate the CIR85 model and derive Monte Carlo simulation estimates for Zero-Coupon Bond (ZCB) values.
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Feb 9, 2020 - Python
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
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Jan 26, 2024 - Python
An interactive web application built with Streamlit that simplifies complex financial concepts into hands-on visual simulators, covering everything from basic stock valuation to credit risk and portfolio management.
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Apr 13, 2026 - Python
Fixed-income analytics library in Python featuring YTM pricing, zero-curve discounting, z-spread solver, and risk metrics (DV01, duration, convexity).
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Apr 30, 2026 - Python
Interactive bond pricing and yield analysis tool built with Streamlit
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Feb 26, 2026 - Python
Interactive fixed-income analytics tool that builds a smooth daily U.S. Treasury yield curve, applies standard curve deformations, and prices bonds to compute DV01, duration, and convexity using Streamlit.
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Feb 4, 2026 - Python
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Oct 10, 2024 - Python
Python model for analyzing bond portfolio interest rate risk using duration, convexity, and yield curve pricing with visualizations.
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Mar 8, 2026 - Python
Streamlit prototype for fixed-income ETF basket valuation, iNAV, DV01, hedge sizing and premium/discount diagnostics.
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May 11, 2026 - Python
python quantitative-finance bootstrapping yield-curve fixed-income bond-pricing nelson-siegel interest-rate
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Apr 9, 2026 - Python
Fixed income analysis with bond pricing, duration and convexity using Python.
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Apr 14, 2026 - Python
An intergrated platform coded for S&P Global SF pricing dept. An Excel-based pricing platform integrating excel, Database, Intex, and firm's software. Due to non-disclosure/confidentiality agreement, this is a slice of the code and some contents are omitted/masked/simplified/re-named
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Jan 18, 2023 - Python
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