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Name: JHM Darbyshire
Type: User
Bio: IRSs and XCSs Trader (Swedbank, Nordea, Barclays). Author. Core dev team volunteer (Pandas).
Location: Stockholm
JHM Darbyshire's Projects
book_irds3
Code repository for Pricing and Trading Interest Rate Derivatives
numpy
Numpy main repository
pandas
Flexible and powerful data analysis / manipulation library for Python, providing labeled data structures similar to R data.frame objects, statistical functions, and much more
rateslib
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
rateslib-feedstock
A conda-smithy repository for rateslib.
webargs
A friendly library for parsing HTTP request arguments, with built-in support for popular web frameworks, including Flask, Django, Bottle, Tornado, Pyramid, webapp2, Falcon, and aiohttp.
wtforms
A flexible forms validation and rendering library for Python.
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