-
-
The question came up looking at the four different CC-backed bond templates we now have:
- Zero Coupon
- Fixed Rate
- Floating Rate
- Inflation-Linked
One could think of those as actually being a zer…
-
Linked to #440 #331 #346 #295.
There's a high likelihood that we're going to have a mass inflation of subsets as we interface with new communities and groups.
@cmungall it would be cumbersome to…
-
"I think the high expectation aspect of the game is very linked to only being able to post a completion once. One alternative could be to be able to complete something more than once but only let the …
-
- Throw error message if not(Issue Date < Expiry Date).
- Seek for consistency in the argument lists: currently we have - at least - the following inconsistency:
> BondSpecification(): ..., exp…
-
**R.walk** uses Langmuir's walking speed algorithm to calculate walking speeds. Langmuir's algorithm is essentially a souped-up version of Naismith's rule, an approximate heuristic developed in the la…
-
**System and IINA version:**
- macOS 10.13
- IINA 0.0.14.1
**Expected behavior:**
iiNA should have an option to cache all resources. It doesn't and it won't cache resulting in issues. It sho…
-
In the following example I've priced two bonds, a TIPS 07/28 and it's fake nominal equivalent.
The inflation fixings are hard coded for convenience.
```Python
treas_0728 = rl.FixedRateBond(
…
-
### Status Update 20161203 master branch
### Status
In the current master branch there are following instrument types supported:
- forwards (fx, bonds and equity)
- futures (equity and bond)
- Eu…
-
## Collections
* [Bibliographic data](https://datahub.io/awesome/bibliographic-data)
note:
`The raw dataset is XML, a good example of adding ingestion for xml formats see https://github.com/weec…