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risk

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rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

  • Updated Jun 1, 2024
  • Python

Open source Android, iOS and Web app for learning about and managing digital and physical security. From how to send a secure message to dealing with a kidnap. Umbrella has best practice guides in over 40 topics in multiple languages. Used daily by people working in high risk countries - journalists, activists, diplomats, business travelers etc.

  • Updated May 27, 2024
  • Kotlin

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