# attack68/rateslib

<https://repo.masters-masters.com/en/repos/attack68/rateslib>

[Home](https://repo.masters-masters.com/en) › [attack68](https://repo.masters-masters.com/en/owners/attack68) › [rateslib](https://repo.masters-masters.com/en/repos/attack68/rateslib)

attack68/rateslib has 369 stars on GitHub. Its RepoMasters card: Alpha tier. A fixed income library for pricing bonds and bond futures, and derivatives such…

| Field | Value |
| --- | --- |
| Owner | [attack68](https://repo.masters-masters.com/en/owners/attack68) |
| Stars | 369 |
| Forks | 71 |
| Language | No language |
| License | None |
| Created | 2023 |
| Topics | bonds, fixed-income, swaps, trading, cross-currency, currency, curves, derivatives, derivatives-pricing, finance |
| Tier | [Alpha (250 to 699 ★)](https://repo.masters-masters.com/en/ranks/b_movie) |
| View on GitHub | [attack68/rateslib](https://github.com/attack68/rateslib) |

## Repository

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 i…

The tier for repos with 250 to 699 ★. Published odds per card pulled: 20%. Rarity: Uncommon.

## More repos by attack68

- [attack68/book\_irds3 · ★ 127 · Jupyter Notebook · Prototype](https://repo.masters-masters.com/en/repos/attack68/book_irds3)

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Data: GitHub · Illustration drawn by RepoMasters from the repo’s ID and its language color.