Valuation and Risk Models for Fixed-Income Securities

For a large client in the SWF sector we are providing solutions and advice on valuation and risk modeling of diverse set fixed income-securities:

• Bonds
• Inflation swaps
• OIS
• CDS

The solutions are provided as Python modules, built on a range of open-source libraries, together with example Jupyter notebooks. This enables the client to independently integrate the analytics into their own data sources and computer systems and to maintain improve the analytics independently if needed. Our data-centric software engineering approach makes for an inspectable, extensible and matinainable applications which can be used in the longest term.

If you need similar advice or solutions, please let us know on webs@bnikolic.co.uk .