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GitHub / ccjeremylo / FinEng-in-IRFX
Financial Engineering in IRFX in C++
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/ccjeremylo%2FFinEng-in-IRFX
Stars: 0
Forks: 0
Open Issues: 14
License: mit
Language: Jupyter Notebook
Repo Size: 3.42 MB
Dependencies:
0
Created: 8 months ago
Updated: 4 months ago
Last pushed: 3 months ago
Last synced: 3 months ago
Topics: cmake, curve-construction, derivative-pricing, exotic-options, hjm, hull-white, interest-rate-derivatives, lmm, monte-carlo-methods, pybind11, python-bindings, sabr-model, stochastic-volatility
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