A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

Fixed income math implemented in python and supported with theory. Based on Donald J. Smith's Bond Math: The Theory Behind the Formulas

This is a library for fixed income quant analytics.

Application of script in Fixed Income Analysis

Personal library for financial calculations

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

AAD enabled and scripting included derivatives modeling.

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Based on the concepts in "CIMTR" and others, swing trading

Alex's Finance Repo

An interwebs page hosted and published through GitHub http://thecatfix.github.io/

A python library for modeling and analyzing fixed income securities

Unofficial Python Wrapper for BymaData API service.

Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.

CFA Level I comprehensive exam preparation notes

Python methods for bootstrapping a spot rate curve from Treasury data and calculating Z-spread for fixed income bonds.

Custom Python library focused on numerical methods for valuing fixed income securities: bonds, swaps, options, etc.

Fixed income tools for R

Term Structure Interpolation Considering Regulators Meetings