wilsonfreitas/R-fixedincome
Fixed income tools for R
Repository profile
Financial Market Building Blocks
Tracked growth, recent movement, and commit velocity from stored repository snapshots.
Latest capture 2026-06-19 22:46
1 capture since 2026-06-19
Stars from baseline 0
All tracked data
Frameworks, package managers, ecosystems, and dependency manifests found during catalog scans.
Scanned 2026-06-19 22:46
Searchable topics, generated tags, and stack labels that explain where this repository fits.
Agent instructions and tool configuration paths found in the repository tree.
Nearest indexed repositories by embedding similarity.
Fixed income tools for R
No description.
R package with helper functions for developers and researchers familiar with Tidy Finance
Package for time value of money calculation, time series analysis and computational finance
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.
R package for option pricing