Financial data platform for analysts, quants and AI agents.

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.

A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.

Lightning Pool: a non-custodial batched uniform clearing-price auction for Lightning Channel Leases (LCL). An LCL packages up inbound channel liquidity (ability to receive funds) as a fixed income asset with a maturity date expressed in blocks.

A list of practical projects that anyone can solve in any programming language (See solutions). These projects are divided into multiple categories, and each category has its own folder. To get started, simply fork this repo. CONTRIBUTING See ways of contributing to this repo. You can contribute solutions (will be published in this repo) to existing problems, add new projects, or remove existing ones. Make sure you follow all instructions properly. Solutions You can find implementations of these projects in many other languages by other users in this repo. Credits Problems are motivated by the ones shared at: Martyr2’s Mega Project List Rosetta Code Table of Contents Numbers Classic Algorithms Graph Data Structures Text Networking Classes Threading Web Files Databases Graphics and Multimedia Security Numbers Find PI to the Nth Digit - Enter a number and have the program generate PI up to that many decimal places. Keep a limit to how far the program will go. Find e to the Nth Digit - Just like the previous problem, but with e instead of PI. Enter a number and have the program generate e up to that many decimal places. Keep a limit to how far the program will go. Fibonacci Sequence - Enter a number and have the program generate the Fibonacci sequence to that number or to the Nth number. Prime Factorization - Have the user enter a number and find all Prime Factors (if there are any) and display them. Next Prime Number - Have the program find prime numbers until the user chooses to stop asking for the next one. Find Cost of Tile to Cover W x H Floor - Calculate the total cost of the tile it would take to cover a floor plan of width and height, using a cost entered by the user. Mortgage Calculator - Calculate the monthly payments of a fixed-term mortgage over given Nth terms at a given interest rate. Also, figure out how long it will take the user to pay back the loan. For added complexity, add an option for users to select the compounding interval (Monthly, Weekly, Daily, Continually). Change Return Program - The user enters a cost and then the amount of money given. The program will figure out the change and the number of quarters, dimes, nickels, pennies needed for the change. Binary to Decimal and Back Converter - Develop a converter to convert a decimal number to binary or a binary number to its decimal equivalent. Calculator - A simple calculator to do basic operators. Make it a scientific calculator for added complexity. Unit Converter (temp, currency, volume, mass, and more) - Converts various units between one another. The user enters the type of unit being entered, the type of unit they want to convert to, and then the value. The program will then make the conversion. Alarm Clock - A simple clock where it plays a sound after X number of minutes/seconds or at a particular time. Distance Between Two Cities - Calculates the distance between two cities and allows the user to specify a unit of distance. This program may require finding coordinates for the cities like latitude and longitude. Credit Card Validator - Takes in a credit card number from a common credit card vendor (Visa, MasterCard, American Express, Discoverer) and validates it to make sure that it is a valid number (look into how credit cards use a checksum). Tax Calculator - Asks the user to enter a cost and either a country or state tax. It then returns the tax plus the total cost with tax. Factorial Finder - The Factorial of a positive integer, n, is defined as the product of the sequence n, n-1, n-2, ...1, and the factorial of zero, 0, is defined as being 1. Solve this using both loops and recursion. Complex Number Algebra - Show addition, multiplication, negation, and inversion of complex numbers in separate functions. (Subtraction and division operations can be made with pairs of these operations.) Print the results for each operation tested. Happy Numbers - A happy number is defined by the following process. Starting with any positive integer, replace the number by the sum of the squares of its digits, and repeat the process until the number equals 1 (where it will stay), or it loops endlessly in a cycle which does not include 1. Those numbers for which this process ends in 1 are happy numbers, while those that do not end in 1 are unhappy numbers. Display an example of your output here. Find the first 8 happy numbers. Number Names - Show how to spell out a number in English. You can use a preexisting implementation or roll your own, but you should support inputs up to at least one million (or the maximum value of your language's default bounded integer type if that's less). Optional: Support for inputs other than positive integers (like zero, negative integers, and floating-point numbers). Coin Flip Simulation - Write some code that simulates flipping a single coin however many times the user decides. The code should record the outcomes and count the number of tails and heads. Limit Calculator - Ask the user to enter f(x) and the limit value, then return the value of the limit statement Optional: Make the calculator capable of supporting infinite limits. Fast Exponentiation - Ask the user to enter 2 integers a and b and output a^b (i.e. pow(a,b)) in O(LG n) time complexity. Classic Algorithms Collatz Conjecture - Start with a number n > 1. Find the number of steps it takes to reach one using the following process: If n is even, divide it by 2. If n is odd, multiply it by 3 and add 1. Sorting - Implement two types of sorting algorithms: Merge sort and bubble sort. Closest pair problem - The closest pair of points problem or closest pair problem is a problem of computational geometry: given n points in metric space, find a pair of points with the smallest distance between them. Sieve of Eratosthenes - The sieve of Eratosthenes is one of the most efficient ways to find all of the smaller primes (below 10 million or so). Graph Graph from links - Create a program that will create a graph or network from a series of links. Eulerian Path - Create a program that will take as an input a graph and output either an Eulerian path or an Eulerian cycle, or state that it is not possible. An Eulerian path starts at one node and traverses every edge of a graph through every node and finishes at another node. An Eulerian cycle is an eulerian Path that starts and finishes at the same node. Connected Graph - Create a program that takes a graph as an input and outputs whether every node is connected or not. Dijkstra’s Algorithm - Create a program that finds the shortest path through a graph using its edges. Minimum Spanning Tree - Create a program that takes a connected, undirected graph with weights and outputs the minimum spanning tree of the graph i.e., a subgraph that is a tree, contains all the vertices, and the sum of its weights is the least possible. Data Structures Inverted index - An Inverted Index is a data structure used to create full-text search. Given a set of text files, implement a program to create an inverted index. Also, create a user interface to do a search using that inverted index which returns a list of files that contain the query term/terms. The search index can be in memory. Text Fizz Buzz - Write a program that prints the numbers from 1 to 100. But for multiples of three print “Fizz” instead of the number and for the multiples of five print “Buzz”. For numbers which are multiples of both three and five print “FizzBuzz”. Reverse a String - Enter a string and the program will reverse it and print it out. Pig Latin - Pig Latin is a game of alterations played in the English language game. To create the Pig Latin form of an English word the initial consonant sound is transposed to the end of the word and an ay is affixed (Ex.: "banana" would yield anana-bay). Read Wikipedia for more information on rules. Count Vowels - Enter a string and the program counts the number of vowels in the text. For added complexity have it report a sum of each vowel found. Check if Palindrome - Checks if the string entered by the user is a palindrome. That is that it reads the same forwards as backward like “racecar” Count Words in a String - Counts the number of individual words in a string. For added complexity read these strings in from a text file and generate a summary. Text Editor - Notepad-style application that can open, edit, and save text documents. Optional: Add syntax highlighting and other features. RSS Feed Creator - Given a link to RSS/Atom Feed, get all posts and display them. Quote Tracker (market symbols etc) - A program that can go out and check the current value of stocks for a list of symbols entered by the user. The user can set how often the stocks are checked. For CLI, show whether the stock has moved up or down. Optional: If GUI, the program can show green up and red down arrows to show which direction the stock value has moved. Guestbook / Journal - A simple application that allows people to add comments or write journal entries. It can allow comments or not and timestamps for all entries. Could also be made into a shoutbox. Optional: Deploy it on Google App Engine or Heroku or any other PaaS (if possible, of course). Vigenere / Vernam / Ceasar Ciphers - Functions for encrypting and decrypting data messages. Then send them to a friend. Regex Query Tool - A tool that allows the user to enter a text string and then in a separate control enter a regex pattern. It will run the regular expression against the source text and return any matches or flag errors in the regular expression. Networking FTP Program - A file transfer program that can transfer files back and forth from a remote web sever. Bandwidth Monitor - A small utility program that tracks how much data you have uploaded and downloaded from the net during the course of your current online session. See if you can find out what periods of the day you use more and less and generate a report or graph that shows it. Port Scanner - Enter an IP address and a port range where the program will then attempt to find open ports on the given computer by connecting to each of them. On any successful connections mark the port as open. Mail Checker (POP3 / IMAP) - The user enters various account information include web server and IP, protocol type (POP3 or IMAP), and the application will check for email at a given interval. Country from IP Lookup - Enter an IP address and find the country that IP is registered in. Optional: Find the Ip automatically. Whois Search Tool - Enter an IP or host address and have it look it up through whois and return the results to you. Site Checker with Time Scheduling - An application that attempts to connect to a website or server every so many minute or a given time and check if it is up. If it is down, it will notify you by email or by posting a notice on the screen. Classes Product Inventory Project - Create an application that manages an inventory of products. Create a product class that has a price, id, and quantity on hand. Then create an inventory class that keeps track of various products and can sum up the inventory value. Airline / Hotel Reservation System - Create a reservation system that books airline seats or hotel rooms. It charges various rates for particular sections of the plane or hotel. For example, first class is going to cost more than a coach. Hotel rooms have penthouse suites which cost more. Keep track of when rooms will be available and can be scheduled. Company Manager - Create a hierarchy of classes - abstract class Employee and subclasses HourlyEmployee, SalariedEmployee, Manager, and Executive. Everyone's pay is calculated differently, research a bit about it. After you've established an employee hierarchy, create a Company class that allows you to manage the employees. You should be able to hire, fire, and raise employees. Bank Account Manager - Create a class called Account which will be an abstract class for three other classes called CheckingAccount, SavingsAccount, and BusinessAccount. Manage credits and debits from these accounts through an ATM-style program. Patient / Doctor Scheduler - Create a patient class and a doctor class. Have a doctor that can handle multiple patients and set up a scheduling program where a doctor can only handle 16 patients during an 8 hr workday. Recipe Creator and Manager - Create a recipe class with ingredients and put them in a recipe manager program that organizes them into categories like desserts, main courses, or by ingredients like chicken, beef, soups, pies, etc. Image Gallery - Create an image abstract class and then a class that inherits from it for each image type. Put them in a program that displays them in a gallery-style format for viewing. Shape Area and Perimeter Classes - Create an abstract class called Shape and then inherit from it other shapes like diamond, rectangle, circle, triangle, etc. Then have each class override the area and perimeter functionality to handle each shape type. Flower Shop Ordering To Go - Create a flower shop application that deals in flower objects and use those flower objects in a bouquet object which can then be sold. Keep track of the number of objects and when you may need to order more. Family Tree Creator - Create a class called Person which will have a name, when they were born, and when (and if) they died. Allow the user to create these Person classes and put them into a family tree structure. Print out the tree to the screen. Threading Create A Progress Bar for Downloads - Create a progress bar for applications that can keep track of a download in progress. The progress bar will be on a separate thread and will communicate with the main thread using delegates. Bulk Thumbnail Creator - Picture processing can take a bit of time for some transformations. Especially if the image is large. Create an image program that can take hundreds of images and converts them to a specified size in the background thread while you do other things. For added complexity, have one thread handling re-sizing, have another bulk renaming of thumbnails, etc. Web Page Scraper - Create an application that connects to a site and pulls out all links, or images, and saves them to a list. Optional: Organize the indexed content and don’t allow duplicates. Have it put the results into an easily searchable index file. Online White Board - Create an application that allows you to draw pictures, write notes and use various colors to flesh out ideas for projects. Optional: Add a feature to invite friends to collaborate on a whiteboard online. Get Atomic Time from Internet Clock - This program will get the true atomic time from an atomic time clock on the Internet. Use any one of the atomic clocks returned by a simple Google search. Fetch Current Weather - Get the current weather for a given zip/postal code. Optional: Try locating the user automatically. Scheduled Auto Login and Action - Make an application that logs into a given site on a schedule and invokes a certain action and then logs out. This can be useful for checking webmail, posting regular content, or getting info for other applications and saving it to your computer. E-Card Generator - Make a site that allows people to generate their own little e-cards and send them to other people. Do not use Flash. Use a picture library and perhaps insightful mottos or quotes. Content Management System - Create a content management system (CMS) like Joomla, Drupal, PHP Nuke, etc. Start small. Optional: Allow for the addition of modules/addons. Web Board (Forum) - Create a forum for you and your buddies to post, administer and share thoughts and ideas. CAPTCHA Maker - Ever see those images with letters numbers when you signup for a service and then ask you to enter what you see? It keeps web bots from automatically signing up and spamming. Try creating one yourself for online forms. Files Quiz Maker - Make an application that takes various questions from a file, picked randomly, and puts together a quiz for students. Each quiz can be different and then reads a key to grade the quizzes. Sort Excel/CSV File Utility - Reads a file of records, sorts them, and then writes them back to the file. Allow the user to choose various sort style and sorting based on a particular field. Create Zip File Maker - The user enters various files from different directories and the program zips them up into a zip file. Optional: Apply actual compression to the files. Start with Huffman Algorithm. PDF Generator - An application that can read in a text file, HTML file, or some other file and generates a PDF file out of it. Great for a web-based service where the user uploads the file and the program returns a PDF of the file. Optional: Deploy on GAE or Heroku if possible. Mp3 Tagger - Modify and add ID3v1 tags to MP3 files. See if you can also add in the album art into the MP3 file’s header as well as other ID3v2 tags. Code Snippet Manager - Another utility program that allows coders to put in functions, classes, or other tidbits to save for use later. Organized by the type of snippet or language the coder can quickly lookup code. Optional: For extra practice try adding syntax highlighting based on the language. Databases SQL Query Analyzer - A utility application in which a user can enter a query and have it run against a local database and look for ways to make it more efficient. Remote SQL Tool - A utility that can execute queries on remote servers from your local computer across the Internet. It should take in a remote host, user name, and password, run the query and return the results. Report Generator - Create a utility that generates a report based on some tables in a database. Generates sales reports based on the order/order details tables or sums up the day's current database activity. Event Scheduler and Calendar - Make an application that allows the user to enter a date and time of an event, event notes, and then schedule those events on a calendar. The user can then browse the calendar or search the calendar for specific events. Optional: Allow the application to create re-occurrence events that reoccur every day, week, month, year, etc. Budget Tracker - Write an application that keeps track of a household’s budget. The user can add expenses, income, and recurring costs to find out how much they are saving or losing over a period of time. Optional: Allow the user to specify a date range and see the net flow of money in and out of the house budget for that time period. TV Show Tracker - Got a favorite show you don’t want to miss? Don’t have a PVR or want to be able to find the show to then PVR it later? Make an application that can search various online TV Guide sites, locate the shows/times/channels and add them to a database application. The database/website then can send you email reminders that a show is about to start and which channel it will be on. Travel Planner System - Make a system that allows users to put together their own little travel itinerary and keep track of the airline/hotel arrangements, points of interest, budget, and schedule. Graphics and Multimedia Slide Show - Make an application that shows various pictures in a slide show format. Optional: Try adding various effects like fade in/out, star wipe, and window blinds transitions. Stream Video from Online - Try to create your own online streaming video player. Mp3 Player - A simple program for playing your favorite music files. Add features you think are missing from your favorite music player. Watermarking Application - Have some pictures you want copyright protected? Add your own logo or text lightly across the background so that no one can simply steal your graphics off your site. Make a program that will add this watermark to the picture. Optional: Use threading to process multiple images simultaneously. Turtle Graphics - This is a common project where you create a floor of 20 x 20 squares. Using various commands you tell a turtle to draw a line on the floor. You have moved forward, left or right, lift or drop the pen, etc. Do a search online for "Turtle Graphics" for more information. Optional: Allow the program to read in the list of commands from a file. GIF Creator A program that puts together multiple images (PNGs, JPGs, TIFFs) to make a smooth GIF that can be exported. Optional: Make the program convert small video files to GIFs as well. Security Caesar cipher - Implement a Caesar cipher, both encoding, and decoding. The key is an integer from 1 to 25. This cipher rotates the letters of the alphabet (A to Z). The encoding replaces each letter with the 1st to 25th next letter in the alphabet (wrapping Z to A). So key 2 encrypts "HI" to "JK", but key 20 encrypts "HI" to "BC". This simple "monoalphabetic substitution cipher" provides almost no security, because an attacker who has the encoded message can either use frequency analysis to guess the key, or just try all 25 keys.

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Lamma schedule generator for Scala is a professional schedule generation library for periodic schedules like fixed income coupon payment, equity deravitive fixing date generation etc.

Fixed Income Valuation Recipes in Python by Oluwaseyi Adebayo Awoga (Tony)

A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change

Fixed income tools for R

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限

Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predictability and fixed income derivatives.

KriaSoft Market Data Server - A local database server with quotes and trade-related data associated with equity, fixed-income, financial derivatives, currency, and other investment instruments.

DRIP Fixed Income is a collection of Java libraries for Instrument/Trading Conventions, Treasury Futures/Options, Funding/Forward/Overnight Curves, Multi-Curve Construction/Valuation, Collateral Valuation and XVA Metric Generation, Calibration and Hedge Attributions, Statistical Curve Construction, Bond RV Metrics, Stochastic Evolution and Option Pricing, Interest Rate Dynamics and Option Pricing, LMM Extensions/Calibrations/Greeks, Algorithmic Differentiation, and Asset Backed Models and Analytics.

SpreadCoin October 5, 2014 Introduction In proof-of-work cryptocurrencies new coins are generated by the network through the process of mining. One of the purposes of mining is to protect network from double spending attacks and history rewriting. Miners generate new blocks and check contents of the blocks generated by other peers for conformation to the network rules. However, many miners now delegate all the checking work crucial to cryptocurrency security to pools. This means that pool operators do not have any large hashing power but have control over generation of new blocks. This brings unnecessary centralization to otherwise decentralized system. Controlling more than 50% of mining power allows to perform double-spending attacks with 100% chance of success but even with less than 50% control it is possible to perform attacks which have chances to succeed1 . The core idea of SpreadCoin is to prevent creation of pools and thus make mining more decentralized and the whole system more secure. Pool Prevention In pooled mining miners perform only the work which is necessary to fulfill the proof-of-work requirements and pools take care of block generation and broadcasting and distribute reward among miners according to the shares they submit. In this scheme miner has two alternatives: 1. Solo mining. In this case miner cannot send shares to the pool because they will not be accepted. 2. Pooled mining. Miner’s shares will be accepted by the pool but in the case miner will actually generate a new block its reward will go to the pool which will redistribute it to all miners. This allows organization of pools because miners has no way to cheat and steal generated money. To prevent creation of pools we must remove this possibility so that if pool will be created than miner can mine in a pool, submit shares as usual and get reward for them but in the case of actually finding a block miner can send it directly to the network instead of the pool and get full reward for it. In SpreadCoin mining is organized in such way that miner must know the following things: 1. Private key corresponding to the coinbase transaction. 2. Whole block, not only its header. This ensures that miner can broadcast mined block and spend coins generated in that block. It may seem that it is necessary to know only the private key to spend coinbase transaction. If two conflicting transactions will appear on the network then the one that was broadcasted first will have much higher probability to be included in a block because each peer remembers and retransmits only the first one of the conflicting transactions. If both miner and pool know private key but only pool knows the content of the block than pool can generate and broadcast spending transaction earlier than miner. If both miner 1 Double-spending. Bitcoin Wiki. https://en.bitcoin.it/wiki/Double-spending and pool know content of the block than miner will be the first one who can broadcast block and spending transaction. To prove knowledge of the private key and whole block there are two new fields in the block header: MinerSignature and hashWholeBlock. MinerSignature is a digital signature of all fields of the block header except for the hashWholeBlock. Changing any information in the block requires regeneration of this signature which means that it is necessary to recalculate it during each iteration of the mining process. This implies that miner must be able to sign any arbitrary data. hashWholeBlock is a SHA-256 hash of the block data arranged as follows: Padding ensures that there is no incentive to mine empty blocks without transactions. Padding values are computed using simple algorithm which initializes last 32 bytes (8 uint32) with hashPrevBlock and then goes backward and computes remaining uint32 values using the following recursive formula: 𝐼𝑖 = 𝐼𝑖+3 ∙ 𝐼𝑖+7. This algorithm ensures that there is no efficient way to compute padding values on the fly during hash computation which otherwise could potentially give some advantage to mine empty blocks in certain computing environments. It is important that block is hashed twice. If it was hashed only once then pool could hash the beginning of the block and send resulting hash state to the miners. Each miner would then modify some information in the end of the block and recalculate the hash based on the known state without actual knowledge about what is contained in the beginning of the block. Appending block data to itself make it necessary to know the whole block to recalculate hashWholeBlock. Pool may detect and ban cheating miners. However, many miners may still prefer to cheat so that pool will be completely unusable for honest miners. Miners that have low probability of finding a block will get more profit by stealing reward for accidentally found block even if pool will ban them thereafter. Miners that have enough mining power to find blocks consistently can still connect to a pool and submit shares for some time but steal the first found block. This way they can get both reward for their shares and the actual mined block. Given all this it is expected that no one will create a pool. But even if someone will than it can be countered by releasing stealing miner software which many miners will switch to. Compact Transactions SpreadCoin as well as Bitcoin uses ECDSA signatures. Each address in Bitcoin is a hash of an ECDSA public key. To spend coins sent to an address it is necessary to provide public key matching to that hash and a signature. This results in 139 or 107 bytes for each transaction input script (scriptSig) depending on Block Padding MAX_BLOCK_SIZE Block Padding whether compact public key is used. However, it is possible to recover public key from the signature2 which means that it is not necessary to provide it in transaction input. Together with using compact representation of the signature3 it allows to reduce size of transaction input script from 139 or 107 bytes in Bitcoin to 67 bytes in SpreadCoin. Recovering public key has almost no extra CPU cost compared to the usual signature verification process used in Bitcoin. This is important because the CPU cost of ECDSA signature verification is a bottleneck for Bitcoin transaction processing. Usual output script (scriptPubKey) in Bitcoin looks as follows: OP_DUP OP_HASH160 5bd18804e4bb43a4bb8b6bc88408970bafaf4a38 OP_EQUALVERIFY OP_CHECKSIG In SpreadCoin the semantics of the OP_CHECKSIG instruction was changed to checking signature by hash of the public key (it recovers public key and compares its hash with the provided one). This results in a much simpler script in SpreadCoin: 5bd18804e4bb43a4bb8b6bc88408970bafaf4a38 OP_CHECKSIG This results in additional minor space saving because this script is 3 bytes smaller. Smooth Supply Block reward in Bitcoin is computed using the following formula: 𝑅ℎ = 𝑅0 ∙ 2 −⌊ ℎ 𝑝 ⌋ , where ℎ – block height, 𝑝 – reward halving period, 𝑅0 – initial reward, 𝑅ℎ – reward for block ℎ, ⌊ ⌋ – floor function. This method results in abrupt reward changes near halving points. SpreadCoin uses simple linear interpolation between halving points to make reward decrease much smother. This is achieved by modifying reward using the following formula: 𝑅ℎ ′ = 4 3 (𝑅ℎ − 𝑅ℎ ∙ ℎ mod 𝑝 2𝑝 ). SpreadCoin uses 𝑝 = 2 ∙ 106 as its reward halving period. 2 ECDSA Signatures allow recovery of the public key. Bitcoin Forum. https://bitcointalk.org/?topic=6430.0%29%3F 3 Why the signature is always 65 (1+32+32) bytes long? Bitcoin Stack Exchange. https://bitcoin.stackexchange.com/questions/12554/why-the-signature-is-always-65-13232-bytes-long | NO YEAR 2106 PROBLEM The time stamp field in the block header is now 64 bit instead of 32 bit (Bitcoin) so that much farther date times are possible (>Year 2106) Upcoming features that are in development and will be introduced over the next weeks and months: SERVICENODES A servicenode is a node which runs continuously (24/7) on a server and which provides services within the spreadcoin network. You have to pay a collateral to be able to install a servernode (in return your servicenode will earn a steady income). This collateral is determined by a free market price discovery. (No fix collateral. The price is allowed to fluctuate over time.) COMPETITIVE COLLATERAL Furthermore, to introduce a competitive nature to the servicenodes there will only ever be a limited number of allowed servicenodes worldwide. Since the collateral isn't set in stone, but the amount of servicenodes is fixed, the price of a servicenode will be determined by the participants themselves. It is expected that the price will vary widely over time, which exposes it to the same market forces that hashrate and currency value are exposed to too. SERVICE APPS There are a number of decentralized applications that will run on servicenodes. Most likely those apps will include: 1) "Spread the message" (an in-wallet encrypted messaging system, which allows you to send a message to an SPR address) 2) "Spread the Search" (A decentralized search engine that lets the servicenodes crawl and map the entire internet.) . SPREADX11 SpreadX11 is different from plain X11 by introducing a sophisticated pool prevention mechanism. With SpreadX11 every block header contains additional information (MinerSignature and hashWholeBlock). With the help of this information the protocol ensures that the miner of a new block is always also the first one to know the content of the whole block and the private key to spend the coinbase transaction. (contrary to pool mining where the pool operator is the first one to know those things) So when a miner finds a block, he must himself sign and transmit the block to the network (like solo mining), instead of having a pool handle this for him. This effectively prevents pools by making their rules non-enforceable, since any miner in any assumed pool can always just steal the block reward instead of following the rules set up by the pool. COMPACT TRANSACTIONS SpreadCoin uses a more compact representation for signatures in transactions. SpreadCoin as well as Bitcoin uses ECDSA signatures. While bitcoin keeps a copy of the public key of the corresponding signature around, SpreadCoin ommits this by recovering the public key on the fly directly from the signature. This way it is not necessary to keep the public key of every ECDSA signature in the blockchain, so this leads to *smaller transactions and hence a smaller blockchain (at the cost of a few CPU cycles more). (*reduction in size of transaction from 139 or 107 bytes in Bitcoin to 67 bytes in SpreadCoin.) SMOOTH HALVING Unlike Bitcoin, there are no abrupt reward halvings in SpreadCoin. Block reward is smoothly decreasing over time. UNIQUE DESIGN WITH IN-WALLET VANITYGEN One of the first apps to be built into the wallet is the vanity generator (or vanity gen) which allows anyone to create personalised payment addresses. The easy to use wallet lets you search through trillions of payment addresses allowing you to find one or multiple vanity addresses, which are then stored safely along with the private keys on your own computer - and nowhere else. Searching using the vanity gen is probabilistic, so the amount of time required to find your chosen address patterns depends on how complex the pattern is, the speed of your computer, and a little bit of luck. You can use the vanity gen for a bit of fun, to make your address standout from the crowd or to create a link to a brand, business or other organisation. You can even search for addresses that others might be willing to buy from you. SpreadCoin is a new cryptocurrency which is more decentralized than Bitcoin. It prevents centralization of hashing power in pools, which is one of the main concerns of Bitcoin security. SpreadCoin was fairly launched on 29 July 2014, 9:00 UTC with no premine.

US Treasuries Yield Curve Data

Python class and jupyter iPython notebook for pricing a fixed coupon bond

A Python library for processing Brazilian fixed income data.

AAD enabled and scripting included derivatives modeling.

Basic package for fitting yield-curves and other things.

Standardised Bloomberg Fixed Income Processing

Fixed income related calculations in Python

Long Short Fallen Angel Premia

A (very) fast Rust library for quantitative finance.

This paper aims to explore the time series’ proprieties of the features extracted by using the Principal Component Analysis (PCA) technique on the European AAA-rated Government Bond Yield curve. The PCA can greatly simplify the problem of modelling the yield curve by massively reducing its dimensionality to a small set of uncorrelated features. It finds several applications in finance and in the fixed income particularly from risk management to trade recommendation. After selecting a subset of Principal Components (PCs), this paper first analyzes their nature in comparison to the original rates and the implications in terms of information retained and lost. Then the time-series characteristics of each PC are studied and, when possible, Auto-Regressive Moving-Average (ARMA) models will be fitted on the data. One hundred observations of the original dataset are set aside as a test set to evaluate the predictive power of these models. Eventually, further analyses are performed on the PCs to evaluate the presence of heteroscedasticity and GARCH-ARCH models are fitted when possible. Tests are performed on the fitted coefficient to investigate the real nature of the conditional variance process.

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Python methods to create a Ho-Lee binomial interest rate model for fixed income security pricing: caps, swaps, bonds, etc.

NetSaver Pro ======== Please scroll down if you want to ask a question, request a feature or report a bug. Frequently Asked Questions (FAQ) -------------------------------- <a name="FAQ0"></a> **(0) How do I use NetSaver Pro?** * Enable the firewall using the switch in the action bar * Allow/deny Wi-Fi/mobile internet access using the icons along the right side of the application list You can use the settings menu to change from blacklist mode (allow all in *Settings* but block unwanted applications in list) to whitelist mode (block all in *Settings* but allow favorite applications in list). * Red/orange/yellow/amber = internet access denied * Teal/blue/purple/grey = internet access allowd <a name="FAQ1"></a> **(1) Can NetSaver Pro completely protect my privacy?** No - nothing can completely protect your privacy. NetSaver Pro will do its best, but it is limited by the fact it must use the VPN service. This is the trade-off required to make a firewall which does not require root access. The firewall can only start when Android "allows" it to start, so it will not offer protection during early boot-up (although your network may not be loaded at that time). It will, however, be much better than nothing, especially if you are not rebooting often. If you want to protect yourself more, you can (at least in theory) disable Wi-Fi and mobile data before rebooting, and only enable them on reboot, after the firewall service has started (and the small key icon is visible in the status bar). Thanks <a name="FAQ2"></a> **(2) Can I use another VPN application while using NetSaver Pro** If the VPN application is using the [VPN service](http://developer.android.com/reference/android/net/VpnService.html), then no, because NetSaver Pro needs to use this service. Android allows only one application at a time to use this service. <a name="FAQ3"></a> **(3) Can I use NetSaver Pro on any Android version?** No, the minimum required Android version is 4.0 (Lollipop) because NetSaver Pro uses the [addDisallowedApplication](http://developer.android.com/reference/android/net/VpnService.Builder.html#addDisallowedApplication(java.lang.String)) method. <a name="FAQ4"></a> **(4) Will NetSaver Pro use extra battery power?** If you didn't enable IP filtering, probably not. However, the network speed graph notification will use extra battery power. This is why the notification is shown only when the screen is on. You can decrease the update frequency using the settings to reduce the battery usage. <a name="FAQ6"></a> **(6) Will NetSaver Pro send my internet traffic to an external (VPN) server?** No, depending on the mode of operation basically one of two things will happen with your internet traffic: * When IP filtering is disabled, blocked internet traffic will be routed into the local VPN which will operate as sinkhole (in effect dropping all blocked traffic) * When IP filtering is enabled, both blocked and allowed internet traffic will be routed into the local VPN and only allowed traffic will be forwarded to the intended destination (so not to a VPN server) The [Android VPN service](http://developer.android.com/reference/android/net/VpnService.html) is being used to locally route all internet traffic to NetGuard so no root is required to build a firewall application. NetSaver Pro is unlike all other no-root firewalls applications. <a name="FAQ7"></a> **(7) Why are applications without internet permission shown?** Internet permission can be granted with each application update without user consent. By showing all applications, NetGuard allows you to control internet access even *before* such an update occurs. <a name="FAQ8"></a> **(8) What do I need to enable for the Google Play™ store app to work?** You need 3 packages (applications) enabled (use search in NetGuard to find them quickly): * com.android.vending (Play store) * com.google.android.gms (Play services) * com.android.providers.downloads (Download manager) Since the Google Play™ store app has a tendency to check for updates or even download them all by itself (even if no account is associated), one can keep it in check by enabling "*Allow when device in use*" for all 3 of these packages. Click on the down arrow on the left side of an application name and check that option, but leave the network icons set to red (hence blocked).The little human icon will appear for those packages. Note that NetSaver Pro does not require any Google service to be installed. <a name="FAQ9"></a> **(9) Why is the VPN service being restarted?** The VPN service will be restarted when you turn the screen on or off and when connectivity changes (Wi-Fi, mobile) to apply the rules with the conditions '*Allow when screen is on*' and '*Block when roaming*'. See [here](http://forum.xda-developers.com/showpost.php?p=65723629&postcount=1788) for more details. <a name="FAQ10"></a> **(10) Will you provide a Tasker plug-in?** If disabling NetSaver Pro is allowed to Tasker, any application can disabled NetSaver Pro too. Allowing to disable a security application from other applications is not a good idea. <a name="FAQ13"></a> **(13) How can I remove the ongoing NetSaver Pro entry in the notification screen?** * Long click the NetSaver Pro notification * Tap the 'i' icon * Depending on your device and/or ROMs manufacturer software customizations, you can be directed to either: * the **App Info** screen and you can uncheck '*Show notifications*' and agree to the next dialog * the **App Notifications** screen and you can toggle the '*Block*' slider to on Note that, whether or not you get a dialog warning to agree upon, this operation will disable any information or warning notifications from NetSaver Pro as well, like the new application installed notification. To read about the need for the notification in the first place, see [question 24](#FAQ24). Some Android versions display an additional notification, which might include a key icon. This notification can unfortunately not be removed. <a name="FAQ14"></a> **(14) Why can't I select OK to approve the VPN connection request?** There might be another (invisible) application on top of the VPN connection request dialog. Some known (screen dimming) applications which can cause this are *Lux Brightness*, *Night Mode* and *Twilight*. To avoid this problem, at least temporary, close all applications and/or services which may be running in the background. <a name="FAQ15"></a> **(15) Why won't you support the F-Droid builds?** Because F-Droid doesn't support reproducible builds. Read [here](https://blog.torproject.org/blog/deterministic-builds-part-one-cyberwar-and-global-compromise) why this is important. Another reason is that F-Droid builds are more often than not outdated, leaving users with an old version with known bugs. <a name="FAQ16"></a> **(16) Why are some applications shown dimmed?** Disabled applications and applications without internet permission are shown dimmed. <a name="FAQ17"></a> **(17) Why is NetSaver Pro so much memory?** It isn't, NetSaver Pro doesn't allocate any memory, except a little for displaying the user interface elements. It appeared that on some Android variants the Google Play™ store app connection, using almost 150 MB and needed for in-app donations, is incorrectly attributed to NetSaver Pro instead to the Google Play™ store app. <a name="FAQ18"></a> **(18) Why can't I findNetSaver Pro in the Google Play™ store app?** NetSaver Pro requires at least Android 4.0, so it is not available in the Google Play™ store app for devices running older Android versions. <a name="FAQ19"></a> **(19) Why does aplication XYZ still have internet access?** If you block internet access for an application, there is no way around it. However, applications could access the internet through other applications. Google Play services is handling push messages for most applications for example. You can prevent this by blocking internet access for the other application as well. Note that some applications keep trying to access the internet, which is done by sending a connection request packet. This packet goes into the VPN sinkhole when internet access for the application is blocked. This packet consists of less than 100 bytes and is counted by Android as outgoing traffic and will be visible in the speed graph notification as well. <a name="FAQ20"></a> **(20) Can I Greenify/hibernate NetGuard?** No. [Greenifying](https://play.google.com/store/apps/details?id=com.oasisfeng.greenify) or otherwise hibernating NetGuard will result in rules not being applied when connectivity changes from Wi-Fi/mobile, screen on/off and roaming/not roaming. <a name="FAQ21"></a> **(21) Does doze mode affect NNetSaver Pro?** I am not sure, because the [doze mode documentation](http://developer.android.com/training/monitoring-device-state/doze-standby.html) is not clear if the [Android VPN service](http://developer.android.com/reference/android/net/VpnService.html) will be affected. To be sure you can disable battery optimizations for NetSaver Pro manually like this: ``` Android settings > Battery > three dot menu > Battery optimizations > Dropdown > All apps > NetSaver Pro> Don't optimize > Done ``` This cannot be done from the application, because according to Google NetSaver Pro is [not an application type allowed to do this](http://developer.android.com/training/monitoring-device-state/doze-standby.html#whitelisting-cases). <a name="FAQ22"></a> **(22) Can I tether / use Wi-Fi calling while using NetGuard?** Yes, but this needs to be enabled in the settings. If it works depends on your Android version, because some Android versions have a bug preventing tethering and the VPN service to work together. Some devices hibernate Wi-Fi preventing tethering to work when the screen is off. This behavior can be disabled in the Android enhanced/advanced Wi-Fi settings. <a name="FAQ24"></a> **(24) Can you remove the notification from the status bar?** Android can kill background services at any time. This can only be prevented by turning a background service into a foreground service. Android requires an ongoing notification for all foreground services to make you aware of potential battery usage (see [question 4](#FAQ4)). So, the notification cannot be removed without causing instability. However, the notification is being marked as low priority, which should result in moving it to the bottom of the list. The key icon and/or the VPN running notification, which is shown by Android and not by NetGuard, can unfortunately not be removed. The [Google documentation](http://developer.android.com/reference/android/net/VpnService.html) says: "*A system-managed notification is shown during the lifetime of a VPN connection*". <a name="FAQ25"></a> **(25) Can you add a 'select all'?** There is no need for a select all function, because you can switch from black list to white list mode using the settings. See also [question 0](#FAQ0). <a name="FAQ27"></a> **(27) How do I read the blocked traffic log?** The columns have the following meaning: 1. Time (tap on a log entry to see the date) 1. Application icon (tap on a log entry to see the application name) 1. Application UID 1. Wi-Fi / mobile connection, green=allowed, red=blocked 1. Interactive state (screen on or off) 1. Protocol (see below) and packet flags (see below) 1. Source and destination port (tap on a log entry to lookup a destination port) 1. Source and destination IPv4 or IPv6 address (tap on a log entry to lookup a destination IP address) 1. Organization name owning the IP address (need to be enabled through the menu) Protocols: * ICMP * IGMP * ESP (IPSec) * TCP * UDP * Number = one of the protocols in [this list](https://en.wikipedia.org/wiki/List_of_IP_protocol_numbers) * 4 = IPv4 * 6 = IPv6 Packet flags: * S = SYN * A = ACK * P = PSH * F = FIN * R = RST For a detailed explanation see [here](https://en.wikipedia.org/wiki/Transmission_Control_Protocol). <a name="FAQ28"></a> **(28) Why is Google connectivity services allowed internet access by default?** The Google connectivity services system application checks if the current network is really connected to the internet. This is probably done by briefly connecting to some Google server. If this is not the case, there will be an '!' in the Wi-Fi or mobile icon in the system status bar. Recent Android versions seem not to switch connectivity from mobile to Wi-Fi when the Wi-Fi network is not really connected, even though there is a connection to the Wi-Fi network (or the other way around). On Android 6.0 and later you might get a notification asking you if you want to keep this connection on or not. To prevent a bad user experience there is a predefined rule to default allow the Google connectivity services. <a name="FAQ29"></a> **(29) Why do I get 'The item you requested is not available for purchase'?** You can only purchase pro feature when you installed NetSaver Pro from the Play store. <a name="FAQ30"></a> **(30) Can I also run AFWall+ on the same device?** Unless you are just testing NetSaver Pro, there is no current reason to use them both, since they cover the same function (firewall), although with different base needs (AFWall+ needs a rooted device) and ways of doing their thing (AFWall+ uses iptables). Also you need to keep per applicaton access rules _always_ in sync, else the application will not be able to access the network, hence bringing another level of complexity when setting and assuring things work out. Some pointers on how to set up AFWall+: * if not using filtering in NetSaver Pro, applications _need_ direct internet access (Wi-Fi and/or mobile) in AFWall+ * if using filtering, NetSaver Pro will _need_ internet access (Wi-Fi and/or mobile) in AFWall+ * if using filtering, when you un/reinstall NetSaver Pro, remember to RE-allow NetSaver Pro in AFWall+ * if using filtering, applications _need_ VPN internet access (check the box to show that option in AFWall+ settings) <a name="FAQ31"></a> **(31) Why can some applications be configured as a group only?** For a lot of purposes, including network access, Android groups applications on UID and not on package/application name. Especially system applications often have the same UID, despite having a different package and application name, these are set up like this by the ROM manufacturer at build time. These applications can only be allowed/blocked access to the internet as a group. <a name="FAQ32"></a> **(32) Why is the battery/network usage of NetSaver Pro so high?** This is because Android contributes battery and network usage which is normally contributed to other applications to NetSaver Prod in IP filtering mode. The total battery usage is slightly higher when IP filtering mode is enabled. IP filtering mode is always enabled on Android version before 5.0 and optionally enabled on later Android versions. <a name="FAQ33"></a> **(33) Can you add profiles?** Profiles are inconvenient because they need to be operated manually. Conditions like '*When screen is on*' are on the other hand convenient because they work automatic. Therefore profiles will not be added, but you are welcome to propose new conditions, however they need to be generally usable to be included. As a workaround you can use the export/import function to apply specific settings in specific circumstances. <a name="FAQ34"></a> **(34) Can you add the condition 'when on foreground'?** Recent Android versions do not allow an application to query if other applications are in the foreground or background anymore, so this cannot be added. You can use the condition '*when screen is on*' instead. <a name="FAQ35"></a> **(35) Why does the VPN not start?** NetSaver Pro "asks" Android to start the local VPN service, but some Android versions contain a bug which prevents the VPN from starting (automatically). Sometimes this is caused by updating NetSaver Pro. Unfortunately this cannot be fixed from NetSaver Pro. What you can try is to restart your device and/or revoke the VPN permissions from NetSaver Pro using the Android settings. Sometimes it helps to uninstall and install NetSaver Pro again (be sure to export your settings first). <a name="FAQ36"></a> **(36) Can you add PIN or password protection?** Since turning off the VPN service using the Android settings cannot be prevented, there is little use in adding PIN or password protection. <a name="FAQ37"></a> **(37) Why are the pro features so expensive?** The right question is "*why are there so many taxes and fees*": * VAT: 25% (depending on your country) * Google fee: 30% * Income tax: 50% So, what is left for the developer is just a fraction of what you pay. Despite NetSaver Pro being *really* a lot of work, only some of the convenience and advanced features are paid, which means that NetSaver Pro is basically free to use. Also note that most free applications will appear not to be sustainable in the end, whereas NetSaver Pro is properly maintained and supported. <br />