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isda

Here are 7 public repositories matching this topic...

meenmo / ISDA_SIMM

Implementation of ISDA SIMM v2.3~2.6

derivatives risk-management derivatives-pricing isda initial-margin isda-simm

Updated Jun 25, 2026
Python

kmedian / yearfrac

Difference between dates as a fraction of 1 year

pypi day-count isda date-calculation year-difference day-count-method icma

Updated May 9, 2023
Python

suhasghorp / isda_model

python cds isda

Updated Oct 23, 2019
Python

Pawansit / pyisda

api pdb isda 3d-macromolecule structural-mutation

Updated Aug 4, 2026
Python

raghuveer4b5-spec / csa-lens

Extract CSA terms with an LLM, check every answer, and rank human review by the SA-CCR exposure each misread would move.

gemini fintech basel counterparty-credit-risk isda sa-ccr llm evals collateral-management

Updated Oct 23, 2026
Python

Viks011-LN / cds-pricer

ISDA-model CDS pricing engine in pure Python

cds fixed-income credit-derivatives isda

Updated Sep 24, 2026
Python

amaar-mc / daycounts

Financial day-count conventions in pure Python with zero dependencies: Actual/360, Actual/365F, Actual/Actual ISDA, 30/360 US, 30E/360, year fraction and accrued interest.

python finance quant fixed-income day-count isda accrued-interest

Updated Aug 1, 2026
Python

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