Rust-powered collection of financial functions.
The Greatest Collection of anything related to finance and crypto
Implementation of ISDA SIMM v2.3~2.6
Difference between dates as a fraction of 1 year
Governed AI agents for regulated financial document work. Harness, loop and graph, with evidence checks that make an extraction defensible.
Rust day count conventions and business day calendars, including ISDA and ICMA rules.
Privacy-first on-chain Interest Rate Swaps on Canton Network. Reference Daml Finance implementation (IRS, OIS, BASIS, XCCY, CDS) with full ISDA lifecycle, CSA collateral, and regulator views.
Provably correct day-count and accrued-interest calculations TypeScript library and MCP server.
ISDA Events and Definitions
ISDA day-count conventions — 30/360, 30E/360, ACT/360, ACT/365F, ACT/ACT ISDA & ICMA. Zero dependencies.
SOFR compounding-in-arrears — ARRC/ISDA conventions, SOFR Index method, compounded average. Reproduces NY Fed published values. Zero deps.
Day-count fractions with irregular stubs in exact rationals, plus a map of where conventions disagree
Sources and standardizes open data (CHIRPS NASA POWER GEE iSDA)
Financial day-count conventions in pure Python with zero dependencies: Actual/360, Actual/365F, Actual/Actual ISDA, 30/360 US, 30E/360, year fraction and accrued interest.
ISDA-based Single-name CDS Pricer: hazard-curve bootstrap, par spread, upfront/cash settlement, & CS01.
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