Skip to content
#

fixed-income-modeling

Star

Here are 2 public repositories matching this topic...

Language: All
Filter by language
All 2 Jupyter Notebook 1 R 1

ouyang-j / Pension-Asset-Liability-Management-Optimization

Star 1

an optimal fixed-income portfolio to immunize $9.3B in inflation-indexed pension liabilities over an 80-quarter horizon. Implemented Linear Programming in R to minimize cost while managing credit scores, inflation-linkage caps, and liquidity constraints

linear-programming quantitative-finance r-programming risk-management stochastic-optimization actuarial-science pension-funds asset-liability-management liability-trading fixed-income-modeling
  • Updated Jan 17, 2026
  • R

Improve this page

Add a description, image, and links to the fixed-income-modeling topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the fixed-income-modeling topic, visit your repo's landing page and select "manage topics."

Learn more