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1. holidays_anbima holidays_anbima Public

   Provide an updated list of holidays relevant to the Brazilian's financial market, according to ANBIMA.

   Python

2. ipca-pro-rata-data-pipeline ipca-pro-rata-data-pipeline Public

   Efficient Python data pipeline leveraging Apache Beam and Google Cloud Dataflow to update a BigQuery table with IPCA Pro Rata Tempore series, essential for analyzing Brazil's inflation-indexed fina…

3. bmf-data-pipeline bmf-data-pipeline Public

   Efficient Python data pipeline leveraging Apache Beam and Google Cloud Dataflow to update a Bucket with data concerning daily prices of instruments extracted from BMF website, serving as input for …

4. br-futures-rates-data br-futures-rates-data Public

   br-futures-rates-data is a Python project for gathering, cleaning, and processing Brazilian futures interest rates (DI1) data. It scrapes data from the web, cleans and transforms it, and generates …

   HTML

5. br-futures-rates-curve br-futures-rates-curve Public

   A Python project for modeling and visualizing interest rate curves using Brazilian futures data. This project features various interpolation and extrapolation methods, including linear, cubic splin…

   Jupyter Notebook

6. br-bootstrapping br-bootstrapping Public

   Estimating an interest rate curve for Brazilian government bonds (LTNs and NTN-Fs) using bootstrapping techniques. This project calculates zero-coupon rates and combines data to visualize the yield…

   Jupyter Notebook