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
Governed AI agents for regulated financial document work. Harness, loop and graph, with evidence checks that make an extraction defensible.
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.
Provably correct day-count and accrued-interest calculations TypeScript library and MCP server.
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)
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.
ISDA day-count conventions — 30/360, 30E/360, ACT/360, ACT/365F, ACT/ACT ISDA & ICMA. Zero dependencies.
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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