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Title: rateslib/python at main · attack68/rateslib · GitHub

Open Graph Title: rateslib/python at main · attack68/rateslib

X Title: rateslib/python at main · attack68/rateslib

Description: A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma. - rateslib/python at main · attack68/rateslib

Open Graph Description: A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction ...

X Description: A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction ...

Opengraph URL: https://github.com/attack68/rateslib/tree/main/python

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