wilsonfreitas/R-fixedincome
Fixed income tools for R
Financial Market Building Blocks
Appears on
Quick read
Latest capture 2026-09-25 03:07
Archive status reflects the last catalog sync, not a maintenance assessment. Check recent releases, issue responses, and fit for your project with the repository shortlisting checklist.
0 paths
Agent instructions and tool configuration found in this repository.
No config files detected.
5 observed captures since 2026-06-19. Observed captures are shown by default.
Stars from first capture +1
Observed captures only
All tracked data
Observed snapshots
Observed snapshots
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