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JHM Darbyshire attack68

IRSs and XCSs Trader (Swedbank, Nordea, Barclays). Author. Core dev team volunteer (Pandas).

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  1. 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 …

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  2. Code repository for Pricing and Trading Interest Rate Derivatives

    Jupyter Notebook 116 36