Link to the repository:Here Looking to create a utility/tool to assist Portfolio Managers in data aquisition and modeling. Currently plan to create a data acquisition tool to obtain data from popular platforms(preferably Yahoo Finance), and use the CIR and Vasicek models for modeling interest rates and zero-coupon bond prices over different time horizons and calibrate them. Will also provide graphing modules using pre-existing open source tools to analyze the models and generate mock portfolios and calculate and plot relevant metrics.
This repository has been archived by the owner on Feb 1, 2023. It is now read-only.