accrued-interest

Here are 4 public repositories matching this topic...

JayOfemi / shikamaru

Provably correct day-count and accrued-interest calculations TypeScript library and MCP server.

nodejs npm finance typescript mcp fintech quantlib quantitative-finance business-days payment-schedule claude day-count day-counter isda anthropic holiday-calendar model-context-protocol date-math accrued-interest

Updated Oct 31, 2026
TypeScript

amaar-mc / daycounts

Star

Financial day-count conventions in pure Python with zero dependencies: Actual/360, Actual/365F, Actual/Actual ISDA, 30/360 US, 30E/360, year fraction and accrued interest.

python finance quant fixed-income day-count isda accrued-interest

Updated Aug 1, 2026
Python

leohk23 / uk-gilt-yield

Star

UK gilt maths with no dependencies: gross redemption yield, price from yield, accrued interest (negative when ex-dividend) and coupon dates, on the DMO's conventions.

nodejs zero-dependency uk bonds yield-to-maturity accrued-interest gilts

Updated Oct 14, 2026
JavaScript

moshejs / accrued-interest

Star

Bond accrued interest between coupon dates — ACT/ACT-ICMA (US Treasuries), 30/360, ACT/360. Zero dependencies.

finance typescript bonds treasury fixed-income accrued-interest

Updated Oct 10, 2026
TypeScript

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