Rust-powered collection of financial functions.
The Greatest Collection of anything related to finance and crypto
Implementation of ISDA SIMM v2.3~2.6
Difference between dates as a fraction of 1 year
Provably correct day-count and accrued-interest calculations TypeScript library and MCP server.
Privacy-first on-chain Interest Rate Swaps on Canton Network. Reference Daml Finance implementation (IRS, OIS, BASIS, XCCY, CDS) with full ISDA lifecycle, CSA collateral, and regulator views.
ISDA Events and Definitions
SOFR compounding-in-arrears — ARRC/ISDA conventions, SOFR Index method, compounded average. Reproduces NY Fed published values. Zero deps.
Sources and standardizes open data (CHIRPS NASA POWER GEE iSDA)
ISDA day-count conventions — 30/360, 30E/360, ACT/360, ACT/365F, ACT/ACT ISDA & ICMA. Zero dependencies.
Financial day-count conventions in pure Python with zero dependencies: Actual/360, Actual/365F, Actual/Actual ISDA, 30/360 US, 30E/360, year fraction and accrued interest.
SNAC(Standard North American CDS), upfront fee calculator using the ISDA Standard CDS Model, www.cdsmodel.com and based on the functionality found on the MarkIt partners website, www.markit.com/cds. The applications free. Its only objective is for the author to have a non-trivial application in the iPhone AppStore. The approach of the applicatio…
ISDA-based Single-name CDS Pricer: hazard-curve bootstrap, par spread, upfront/cash settlement, & CS01.
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