GitHub topics: cross-currency
attack68/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 differentiaton (AD) and risk sensitivity calculations including delta and cross-gamma.
Language: Python - Size: 29.5 MB - Last synced at: 1 day ago - Pushed at: 1 day ago - Stars: 220 - Forks: 41
mmushfiq/Arbitrage_MM
Currency Arbitrage solution with graphs
Language: Java - Size: 976 KB - Last synced at: 23 days ago - Pushed at: about 7 years ago - Stars: 13 - Forks: 3
Kxiru/Hedgit.io
Cross-Currency trading with automatic hedging
Language: JavaScript - Size: 1.79 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0
