Fixed income analytics, from cash flows to yield curves
A Python toolkit that models bond cash flows, builds yield curves and runs scenario analysis on time-series data.
- WhenBond terms and market data
- ThenModel the cash flows
- ThenBuild the yield curve
- ResultAnswers to what-if scenarios
- Python
- Time-series analysis
- Scenario analysis
The problem
Questions like “what happens to this bond if rates move?” need a solid model of cash flows and a yield curve underneath them.
What I built
- Cash flow models for fixed income instruments
- Yield curve construction from market data
- Scenario-based analysis on time-series data
- Built in Python on public data, on my own time
Why it matters
It turns fixed income questions into numbers that can be checked, compared and explained.
Where it fits
- Fixed income desks
- Risk teams
- Treasury
- Portfolio analytics