Anyone know if there are any open source Fixed Income Asset Valuation related python package? Especially package that can work with a stochastic market simulations input, rather than only able to calculate deterministically.
A quick search turned up this resource: https://github.com/wilsonfreitas/awesome-quant
Check out FinancePy from the list linked above, might have exactly what you need.
Also, the beauty of Python is that you could take some existing fixed income valuation functions within FinancePy and modify them to do what you want!
