├── LICENSE ├── README.md ├── cmds ├── bonds-cli │ └── main.go ├── fwdcrv │ ├── .gitignore │ ├── analysis.R │ └── main.go ├── holee │ ├── analysis.R │ ├── main.go │ ├── result.csv │ └── term.json ├── option-cli │ └── main.go ├── swaprate-cli │ └── main.go └── termfit │ ├── analysis.R │ ├── bonddata.csv │ ├── main.go │ ├── result.csv │ └── termfit.png ├── example ├── leveraged_inverse_floater │ ├── .gitignore │ └── main.go └── range_floater │ └── main.go ├── go.mod ├── go.sum ├── pkg ├── instrument │ ├── bond │ │ ├── floating.go │ │ ├── floating_test.go │ │ ├── straight.go │ │ └── straight_test.go │ ├── forward │ │ ├── contract.go │ │ ├── contract_test.go │ │ ├── rateagreement.go │ │ └── rateagreement_test.go │ ├── option │ │ ├── european.go │ │ └── european_test.go │ └── swap │ │ ├── swap.go │ │ ├── swap_test.go │ │ ├── swaprate.go │ │ └── swaprate_test.go ├── maturity │ ├── schedule.go │ ├── schedule_test.go │ └── util.go ├── mc │ ├── engine.go │ ├── engine_test.go │ └── model │ │ ├── holee │ │ ├── holee.go │ │ └── holee_test.go │ │ ├── stock │ │ ├── stock.go │ │ └── stock_test.go │ │ └── vasicek │ │ ├── vasicek.go │ │ └── vasicek_test.go ├── rate │ ├── rate.go │ └── rate_test.go └── term │ ├── flat.go │ ├── flat_test.go │ ├── nss.go │ ├── nss_test.go │ ├── parse.go │ ├── parse_test.go │ ├── spline.go │ ├── spline_test.go │ └── structure.go ├── riskmanagement.go ├── riskmanagement_test.go ├── scripts ├── avg-spread.zsh ├── price-bonds.zsh ├── six-bonds.zsh └── snb.zsh ├── security.go ├── term.json ├── yields.go └── yields_test.go /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/konimarti/fixedincome/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/konimarti/fixedincome/HEAD/README.md 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