Code Monkey home page Code Monkey logo

fixed-income-formulas's Introduction

fixed-income-formulas

Interest rate and bond calculations in Python.

Course notebook: https://colab.research.google.com/drive/1e0EeOFs0EzKYtwGBzHGFwgf6JocFkL4r

from bond import Bond
from payments import Payment

b = Bond(
    coupons_per_year=2,
    redemption=Payment(amount=100, t=1),
    coupons=[Payment(amount=7, t=0.5), Payment(amount=7, t=1)],
)

b.ytm(price=100).round(4)  # 0.1400
b.price(0.1400)  # 100.0

Next:

  • plot_stream
  • make_bond
  • shift steam or bond in time

fixed-income-formulas's People

Contributors

epogrebnyak avatar

Watchers

 avatar  avatar

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    ๐Ÿ–– Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. ๐Ÿ“Š๐Ÿ“ˆ๐ŸŽ‰

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google โค๏ธ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.