dpicone1 / MortgageLoanCsharpExcelDNA

Building Mortgage Loan Cash flows with C# Excel DNA Add-ins. In this C# project we create a simple mortgage loan library to deal with the repayment of a loan. The library deals with two types of amortisation: Principal and Interest, and Interest Only. The loan interest rate can be fixed for life, or fixed for the first years, and then it resets to a variable rate plus a spread. We use Excel DNA to expose our C# library to excel. Excel DNA provides an easy way to create C# functions which can then be used in Excel. Our simple mortgage library can be used either via a VBA macro or as a standard excel function. Additionally, we also added an extra useful feature: the loan object can be stored in memory, and consequently run to produce cash flows. This is indeed very useful. Imagine you are dealing with a more complex task: pricing several interest rate option structures with the same interest rate simulation model. The only differentiation in each option is the payoff. You do not want to rerun the interest rate simulation each time you price a single option. This is very inefficient. Is it possible to call constructor once, store the simulation object somewhere and then use it to compute option price based upon its payoff? To the best of my knowledge, this solution was originally presented by Alex Chirokov in https://www.codeproject.com/Articles/1097174/Interpolation-in-Excel-using-Excel-DNA. We reuse here his original implementation and allow the user to create a loan, store it, and then run the relative cashflows. We have also attached the ExcelDNA manual by Govert van Drimmelen, https://excel-dna.net/, "Excel-DNA - Step-by-step C# add-in.doc" Before changing the project, check it is working. Open the excel file "ExcelMortgages.xlsm" and the xll "MBSExcelDNA_ForDistribution.xll". You need ExcelDnaPack.exe only when releasing the project. You may never need to use it. Again read the doc file for more info. In case you need more help with ExcelDNA, Mikael Katajamäki runs a very useful blog for everyone interested in using Excel DNA. https://mikejuniperhill.blogspot.com/2014/03/using-c-excel-addin-with-exceldna.html.

bramjochems / MyExcelLib

Excel Addin with Quantitative Finance UDFs with F# and ExcelDna

Asterecho / ExcelGPT

chatgpt for Excel ，基于ExcelDNA开发

ash-jc-allen / laravel-exchange-rates

A Laravel wrapper package for interacting with the exchangeratesapi.io API.

xlwings / xlwings

xlwings is a Python library that makes it easy to call Python from Excel and vice versa. It works with Excel on Windows and macOS as well as with Google Sheets and Excel on the web.

exchangeratesapi / exchangeratesapi

Exchange Rates API

quantiacs / toolbox

This is the current Quantiacs toolbox which includes the backtester for developing and testing trading algorithms.

jpmorgan-payments / unicorn-finance

Payments - we have created Unicorn Finance as a sample application showcasing the capabilities of our JP Morgan core external APIs.

jpmorganchase / mosaic

https://mosaic-mosaic-dev-team.vercel.app

beefyfinance / beefy-api

Simple API for BeefyFinance

goldmansachs / gs-quant

Python toolkit for quantitative finance

business-science / pytimetk

Time series easier, faster, more fun. Pytimetk.

jpmorganchase / python-training

Python training for business analysts and traders

wealthica / wealthica.js

Extend Wealthica by writing your own add-ons and widgets

firmai / financial-machine-learning

A curated list of practical financial machine learning tools and applications.

DigitalRuby / ExchangeSharp

ExchangeSharp is a powerful, fast and easy to use .NET/C# API for interfacing with many crypto currency exchanges. REST and web sockets are supported.

Snowflake-Labs / sfguide-financial-asset-management

Snowflake demo for Financial Services

RomelTorres / alpha_vantage

A python wrapper for Alpha Vantage API for financial data.