├── ARIMA_2.py ├── Ameribor.py ├── AmericanSwaptionARRC.py ├── Another_Newton_Raphson.py ├── AverageTreasuryRateVersusCaseSchiller.py ├── BDT.R ├── BDTNew.py ├── BDTPrototype.py ├── BootstrappingFromBondPrices.py ├── CDF_blackScholes.py ├── CVADVAFVASwap.py ├── CreditDefaulSwap.R ├── DurConvFromZeroRate.py ├── EquitySwapQuantLibPython.ipynb ├── EuropeanSwaption.py ├── ExponentialSmoothingStock.py ├── FXDataBase.py ├── GeneticAlgorithmsStock.py ├── Greeks_blackScholes.py ├── HW_FirstStage.py ├── Ho_Lee.R ├── Ho_Lee.py ├── IBMcxvpy.py ├── ImportDataandVaR.py ├── ImportDataandVaR.sas ├── IntSwapAndCurrSwap.ipynb ├── KFW.R ├── KWFPython.py ├── LinearProgramming.py ├── MatrixDisRate.py ├── Mortgage Backed Securities Collateral Analysis Report4.pdf ├── MortgageBackedSecuritiesCollateralAnalysisReport4.pdf ├── MultiCurveTree.py ├── NSSandNS.txt ├── NelsonSiegel.py ├── NelsonSiegelSvensson.py ├── New_AStar.py ├── Newton_Method_From_Pseudocode.py ├── OISdiscountingCombined.py ├── OISdiscountpartA.py ├── OISdiscountpartAUpdated.py ├── OISdiscountpartB.py ├── Pricing_Amortizing_Swaps.pdf ├── ProbDefault.py ├── QuantLibPython.py ├── QuantLibPythonIntroPt1.ipynb ├── QuantlibFixedIncome.ipynb ├── README.md ├── ReDoMultiInstrumentCurve.py ├── SOFRSWapCUrve30Years.py ├── SOFR_EURIBOR_Cross_Currency_Swaps.py ├── SONIA.py ├── SimpleBondValueTabulate.ipynb ├── SofrLiborSpreadAdj.py ├── Sp500tickers.py ├── SwapCurveLIBORMatters.py ├── SwapCurveValuation.ipynb ├── TermStructure.py ├── USPublicDebtModling.py ├── UsingSympytoSolveCalculus.py ├── alexanderStripping.py ├── americanPresidents.py ├── amortizingSwaps.py ├── arima.py ├── bKarasinskiFirstStage.py ├── bdtPrototypeBeninga.py ├── beautifulSoup.py ├── binomialApplications.py ├── bisection_original.py ├── bisection_updated.py ├── board.txt ├── bollingerBandWorldQuantUniversity.py ├── bondPrice.py ├── bondPrice_Duration_Convexity.py ├── bondValuation.py ├── bond_Yield.py ├── bootStrappingZeroRateCurves.py ├── bsby.py ├── cashincomeStmt.csv ├── countryMarketIndexes.py ├── creditCard.py ├── current_low_high_mean.py ├── differentSwapTypes.py ├── dowJonesLinearRegression.R ├── durationFixedJanRoman.py ├── eventsVolatilityTrading.py ├── fas91.py ├── floatingRateNoteSeries_Part_1.py ├── fundamentalsTrading.py ├── fxEquilibrium.py ├── histBalSheet.csv ├── histincomeStmt.csv ├── hypothesisTesting.R ├── impliedVolatility.py ├── impliedVolatilityCall.py ├── impliedVolatilityPut.cpp ├── interPolationCurveFitting.py ├── interpolationAndCurveFitting.py ├── interpolationAndCurveFittingPart2.py ├── irr_npv_nfv.py ├── kalmanFilter_1.py ├── kfwNew.py ├── kmvModel.py ├── liborFinal.py ├── liborLinearInterpolation.py ├── liborOIS.R ├── linearRegression.py ├── linkedinProbability.py ├── machineLearningAlpha.py ├── marketCap.csv ├── mbsCollateralAnalysis.sas ├── mertonModelPd.py ├── mertonPD.py ├── monteCarloOptions.py ├── monteCarloSimulation.R ├── mts.py ├── mts3.csv ├── multiInstrumentSwapCurve.py ├── multipleRegressionGold.py ├── newSWAPSOFR.py ├── new_raphson2.py ├── newest_irr_bisection_search.py ├── niborFinal.py ├── npv_secant_method.py ├── pairsTardingDow.py ├── pairsTrading.py ├── peratio.csv ├── portFolioWeight_2.py ├── portfolioWeightNumericalMethods.py ├── portfolioWeight_partA.py ├── puzzle.py ├── quantlibPython2.ipynb ├── secant.py ├── securityMarketLine.py ├── simpleFloater.py ├── sofrOIS30YearsInterpolated.py ├── sofrTermRate.py ├── sotckAnalysisInRPart1Of6.R ├── stockAnalysisInRPart1Of6.R ├── stockData.csv ├── stockMarketCrash.py ├── stockVsTreasury.py ├── stressedVar.py ├── swaptionCall.py ├── swaptionNew2022.py ├── swaptionPut.py ├── tickers.txt ├── trackingError.R ├── treasuryInflationLinkedSecuritiesAnalysis.py └── zSpread.py /ARIMA_2.py: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/MaximumBeings/public/HEAD/ARIMA_2.py 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