{"repo":"attack68/rateslib","free":true,"listed":false,"github":"https://github.com/attack68/rateslib","clone":"git clone https://github.com/attack68/rateslib.git","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.","language":null,"stars":353,"topics":["bonds","fixed-income","swaps","trading","cross-currency","currency","curves","derivatives","derivatives-pricing","finance"],"license":null,"category":"trading","readme_excerpt":"Rateslib Rateslib is a state-of-the-art fixed income library designed for Python. Its purpose is to provide advanced, flexible and efficient fixed income analysis with a high level, well documented API. The techniques and object interaction within rateslib were inspired by the requirements of multi-disciplined fixed income teams working, both cooperatively and independently, within global investment banks. Licence ======= This library is released under specific Dual Licensing Terms - Source-Available Non-Commercial Licence and Commercial Subscription Licence. See latest licence This project is source-available, not open source. Commercial use requires a paid licence. Get Started =========== Read the documentation at rateslib.com/py","default_branch":null,"files":null,"tree":[],"storefront":"/r/attack68","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/attack68/rateslib/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}