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attack68/rateslib

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 with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

NOASSERTION main Stack scanned README.md
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Stars
351
Forks
66
Watchers
6
Issues
29
Commits
20
Awesome lists
1

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Activity and growth

Tracked growth, recent movement, and commit velocity from stored repository snapshots.

Latest capture 2026-07-21 03:04

Star growth, last 7 days
No 7-day history
Commit velocity, last 7 days
No 7-day history
Stars since baseline
+4
Snapshot coverage
3

Tracked growth

3 captures since 2026-06-19

Stars from baseline +4

Time horizon

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Stars history

Total stars

Commits history

Default branch commits

Detected stack

Frameworks, package managers, ecosystems, and dependency manifests found during catalog scans.

Scanned 2026-07-21 03:04

Stack signals
1
Package managers
2
Manifest files
3
Dependencies
120

Frameworks and tools

  • pytest test framework · high confidence
Cargo uv python rust

Dependency files

3 manifests
  • Cargo.toml rust ecosystem, 13 dependencies
  • pyproject.toml python ecosystem, 18 dependencies
  • Cargo.lock rust ecosystem, 89 dependencies

Classification

Searchable topics, generated tags, and stack labels that explain where this repository fits.

Topics
20
Tags
0
Stacks
1

Topics

#bonds #cross-currency #currency #curves #derivatives #derivatives-pricing #finance #fixed-income #fx #inflation #inflation-linked #interest-rates #investment #python #risk #risk-management #students #swaps #trading #treasury

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Stack labels

pytest

AI development signals

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Metadata

Language
n/a
License
NOASSERTION
Default branch
main
Created
2023-03-31
First commit
2023-03-31
Last pushed
2026-05-20
GitHub updated
2026-07-08
Last synced
2026-07-21 03:04
Stack detected
2026-07-21 03:04
Archived
no

Links and files

GitHub Website

https://rateslib.com/py/

README

Appears in

1