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Releases: harshhacks/quantparadise

Rates Regression

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@harshhacks harshhacks released this 11 Dec 03:23

Addition of a new module which allows users to regress different interest rates against each other. This can be used to visually observe the relationship between different spot and swap rates.

First Release - Minimum Viable Product

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@harshhacks harshhacks released this 21 Nov 21:54

This is the first release for quantparadise. It includes modules to pick two sets of values for the values of swap rates and LIBOR rates for two different dates, and the parameters of the Vasicek and CIR models, and then calculates cost of zero-coupon bonds by interpolating the LIBOR rates as well as swap rates between the two dates.