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finmind

Open Data, more than 50 financial data. 提供超過 50 個金融資料(台股為主)，每天更新 https://finmind.github.io/

rateslib

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.

nelson-siegel-svensson

Implementation of the Nelson-Siegel-Svensson interest rate curve model.

fintoolsom

Personal library for finantial calculations

fecon236

Tools for financial economics. Curated wrapper over Python ecosystem. Source code for fecon235 Jupyter notebooks.

test-f

Open Data, more than 50 financial data. 提供超過 50 個金融資料(台股為主)，每天更新 https://finmind.github.io/

ir-forecast

Fetch historical Euribor data, initialize stochastic prediction models and forecast interest rates with Monte Carlo simulations.