key-rate-duration

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ebrahimajk / fixed-income-interest-rate-risk

Fixed-income portfolio risk framework covering bond pricing, duration, convexity, DV01, key-rate duration, yield-curve stress testing and hedge optimization.

python duration quantitative-finance yield-curve fixed-income risk-management bond-pricing dv01 convexity portfolio-risk interest-rate-risk key-rate-duration

Updated Aug 27, 2026
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