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Python code for finance applications. Mainly focusing on interest rate derivatives, credit, and fixed income.

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Name		Name	Last commit message	Last commit date
Latest commit History 65 Commits
.github/instructions		.github/instructions
.taskmaster		.taskmaster
input		input
notes		notes
output		output
reference		reference
.gitignore		.gitignore
.gitmodules		.gitmodules
.mcp.json		.mcp.json
CLAUDE.md		CLAUDE.md
README.md		README.md
functions.py		functions.py
pyrefly.toml		pyrefly.toml
requirements.txt		requirements.txt

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finance

Python code for finance applications. Mainly focusing on interest rate derivatives, credit, and fixed income

To do list

Pricing tools 🟢
Data feed with bloomberg through xbbg 🟢
Database of financial information with API access(?) 🟢
Dashboard pricing UI 🟢
Backtest engine 🟢
Canadian fixed income and credit analytics (Cash, MBS, IRS) 🟢

Investment Ideas

Long JBG bills in USD, short UST bills 🟢
Credit dispersion/tranche/steepener 🟢

Key

✅ = Completed 🟢 = Ongoing

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Python code for finance applications. Mainly focusing on interest rate derivatives, credit, and fixed income.

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