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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 differentiaton (AD) and risk sensitivity calculations including delta and cross-gamma.
This java project is used to calculate the rewards of the Cardano blockchain. It aims to be both an edge case documentation and formula implementation.
Open data made available through the DATA Act can encourage data-driven decision making for actors at each level of government as well as outside of it.
A comprehensive toolkit for finance and treasury specialists, featuring robust parsers for bank statements in CAMT (ISO 20022) format, enabling seamless processing and analysis of financial transactions.🐍
HackerSchool's Treasury Management System: the main control system for treasury inside HackerSchool, which can read billing documents and write to a treasury balance