#Treasury
Showing 3 of 3 repositories tagged #treasury, 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.
Open source, freely available and on-chain funded font.
Parse bank statements — CAMT/ISO 20022, PAIN.001, CSV (EN/DE/FR/ES), OFX/QFX, MT940, PDFs (digital + scanned) — into unified Transactions. Deterministic parsers, LLM/vision fallback, Golden Rule + multi-currency + continuity verification, page provenance, dedupe, review, accuracy evals, CLI + REST API. 100% test coverage.