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.

a payment application intended for deployment by the united states treasury that replaces banking with accounting

Jupyter notebooks for analysis of US federal debt levels, tax revenues, budget deficit, evolution of yields on treasury borrowings, treasury yield curves and inflation expectations, unemployment and participation rates, quantitative easing, industrial production, personal consumption and savings. All analysis is based on data provided by FRED.

NumCosmo main code

Site infrastructure for gwern.net (CSS/JS/HS/images/icons). Custom Hakyll website with unique automatic link archiving, recursive tooltip popup UX, dark mode, and typography (sidenotes+dropcaps+admonitions+inflation-adjuster).

Raise Calculator

Framework for implementing high-performance numerical consistency conditions for multifield inflation models.

This repository contains the quantitative analysis based on quantile regression models that examine the interaction between inflation and public debt

Quickly adjust U.S. dollars for inflation using the Consumer Price Index (CPI)

Dashboard for analyzing inflation in Brazil

An inflation calculator, based on rule 72, made with C

Myndrænn greiðsluseðill fyrir verðtryggð jafngreiðslulán

Dashboard showing how the buying power of ₹100 has changed over the years

An analysis of US Bank Failures throughout time.

HICP Voyager - Inflation dashboard for the European HICP

Price index aggregation in R

An R package for calculating generalized price and quantity indexes

Phase diagrams from the paper "Resolving New Keynesian Anomalies with Wealth in the Utility Function"

🏪 Daily updated prices of all items from the German supermarket chain REWE as CSV (including EAN, grammage, product image etc.)

common US price indices in an R package