A Rocq formalization of information theory and linear error-correcting codes

Special Structure Detection for Pyomo

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

This is a library for fixed income quant analytics.

Compute the minimal enclosing circle with Mosek, Clarabel, ...

Bond price, bond sensitivity, duration, convexity

Financial Quantitative Analysis

Toolkit for Fixed Income instruments

Python model for analyzing bond portfolio interest rate risk using duration, convexity, and yield curve pricing with visualizations.

This repo is Homework-04 of EE-559(Machine Learning I: Supervised Methods) completed at USC. Topics Resources

some option technics within python and R

Fixed Income Investing analysis with Python

The industry-standard Model Context Protocol (MCP) server for high-precision fixed income (bond) security calculations from the people that brought you the Standard Securities Calculation Methods books.

A Rust library, attempting to implement Nassim Nicholas Taleb's antifragility theory.

math from UCSB/Annapolis era

Fixed income analytics for bank treasury and ALM — DV01, convexity, OCI/CET1 scenario analysis, HMM regime detection, CVXPY portfolio optimisation

Fixed income analysis with bond pricing, duration and convexity using Python.

construction of a nowhere convex, non-negative, strictly increasing, continuously differentiable function tightly bounded from above by a convex one