Financial Modeling Python Scripts

This repository contains Python scripts related to financial modeling and analysis. Below is a brief overview of the files within the "CFA" folder:

Files

FX_Basis_Swap_Spread.py

Description: This file calculates FX Basis Swap Python Code

Forward_Rate_Model.py

Description: This file implements a forward rate model.

Forward_pricing_model.py

Description: This file contains a forward pricing model.

Par_Spot_Yield_Curve_Bootstrapper_0.py

Description: This file is part 0 of a series implementing a Par-Spot yield curve bootstrapper.

Par_Spot_Yield_Curve_Bootstrapper_1.py

Description: This file is part 1 of a series implementing a Par-Spot yield curve bootstrapper.

Par_Spot_Yield_Curve_Bootstrapper_2.py

Description: This file is part 2 of a series implementing a Par-Spot yield curve bootstrapper.

Par_Spot_Yield_Curve_Bootstrapper_4.py

Description: This file is another part of the Par-Spot yield curve bootstrapper series.

Riding_yield_curve.py

Description: This file implements functionality related to riding the yield curve.

SpotForwardPricesRates.py

Description: This file was recently updated. It likely contains functionality for calculating spot and forward prices and rates.

SOFR_Zero_Rate_Calculate.py

Description: This file was recently updated. It likely contains functionality for calculating SOFR zero rate curve.

Readme.txt

Description: This file was recently updated. Please refer to it for any additional information or instructions.

Feel free to explore the scripts for more details on their functionalities and use cases.