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credit-default-swaps

Here are 6 public repositories matching this topic...

732jhy / cdstools

For calculating CDS spreads and bootstrapping hazard rates from CDS spreads

python bootstrap cds hazard-rate credit-default-swaps

Updated Oct 26, 2020
Python

Aditya-alchemist / Credit-Default-Swaps

The Credit Default Swap (CDS) Protocol is a decentralized financial derivative platform built on Ethereum that enables protection buyers to hedge against credit risk of any on-chain entity (protocols, wallets, DAOs) through premium payments to protection sellers.

bot ai audit solidity tradefinance openzeppelin vite credit-default-swaps react-vite

Updated May 3, 2026
TypeScript

AliAltintas64 / Empirical-Analysis-of-Turkeys-Sovereign-CDS-Spreads

Empirical Analysis of Turkey's Sovereign CDS Spreads

numpy cds pandas python3 matplotlib-pyplot foreign-exchange-reserves credit-default-swaps emergingmarkets credit-default-

Updated Jun 17, 2026
Python

GuidoGiacomoMussini / Bayesian-approach-to-CDS-analysis

Project for the bayesian analysis course

r bayesian-analysis credit-default-swaps

Updated May 12, 2023
R

Vira-Kanishka / Single-Name-CDS-Pricing-Engine-

ISDA-based Single-name CDS Pricer: hazard-curve bootstrap, par spread, upfront/cash settlement, & CS01.

cds credit-derivatives isda credit-default-swaps

Updated May 21, 2026
Jupyter Notebook

grantreed1 / CDS-Predictive-Regression

CDS spread predictive modeling via idiosyncratic equity returns: A comparison of rolling and exponential filters.

credit-default-swaps predictive-regression

Updated Mar 12, 2026
Jupyter Notebook

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