#Swaps
Showing 4 of 4 repositories tagged #swaps, ranked by stars
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.
REST API for QuantLib. This project aims to simplify the development of microservices for risk management and pricing of various financial instruments in the distributed environment using QuantLib
MANTRA DEX is a decentralized AMM (Automated Market Maker) protocol that allows permissionless creation of liquidity pools and farms.
Cross-chain cryptocurrency swaps via Chainflip. Get quotes, execute swaps, and track progress.