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  1. RiskBudgeting.jl RiskBudgeting.jl Public

    A Julia library for calculating risk budgeting weights.

    Julia 4

  2. nhaga/QuantLib-Python-Docs nhaga/QuantLib-Python-Docs Public

    Documentation for QuantLib-Python

    95 34

  3. attack68/rateslib attack68/rateslib Public

    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 …

    Python 178 34