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  1. rateslib 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 300 56

  2. book_irds3 book_irds3 Public

    Code repository for Pricing and Trading Interest Rate Derivatives

    Jupyter Notebook 103 33

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