us-treasuries

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sbaijal / Yield-Curve-Modeling

Quantitative fixed income research — yield curve modelling, risk management, and NS factor forecasting on US Treasuries.

python duration numpy pandas stress-testing scipy matplotlib yield quantitative-finance yield-curve bond-pricing nelson-siegel dv01 convexity cubic-spline-interpolation cubic-spline-smoothing us-treasuries interest-rate-risks fixed-in

Updated May 8, 2026
Jupyter Notebook

mpokojovy / abstract.HJM

Star

The abstract Heath-Jarrow-Morton model: Calibration and forecasting the US daily Treasury yield curve rates

time-series-analysis time-series-forecasting term-structure-models financial-data-analysis vasicek-model short-rates heath-jarrow-morton us-treasuries

Updated Nov 28, 2020
MATLAB

BGC Group, Inc. (NASDAQ: BGC), formerly BGC Partners, is a global brokerage and financial technology firm. Headquartered in New York and London, BGC operates electronic and voice broking across foreign exchange, interest rate derivatives, fixed income, energy and commodities, equity derivatives, credit, and futures.

brokerage market-data financial-services fixed-income financial-technology foreign-exchange capital-markets credit-derivatives apis-json equity-derivatives interest-rate-derivatives sofr post-trade us-treasuries trading-infrastructure futures-exchange fortune-1000 inter-dealer-broker energy-and-commodities

Updated Aug 26, 2026

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