github.com/konimarti/fixedincome (go): Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swaptions, forward rate agreements, and more exotic securities such as inverse or range floaters
Keywords: bonds|finance|financial-analysis|fintech|fixed-income|forwardrateagreement|forwards|ho-lee|interestrateswaps|montecarlo-simulation|options|options-pricing|quantitative-finance|termstructure|valuation|vasicek