#Yield-curve

mcf-long-short

fixed-income-and-credit

Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.

asaficontact

FX_forecasting_model

Foreign Exchange Forecasting Model created for the paper "Can Interest Rate Factors Explain Rate Fluctuations?"

rafa-rod

pyettj

Capturar e modelar curvas de juros (ettj) usadas no Brasil.

TommasoBelluzzo

StrataXL

An Excel integration of OpenGamma Strata.