GitHub / rengimcetingoz / LIBOR-Market-Model-BGM-Model

python implementation of forward rate modeling

JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/rengimcetingoz%2FLIBOR-Market-Model-BGM-Model
PURL: pkg:github/rengimcetingoz/LIBOR-Market-Model-BGM-Model

Stars: 4
Forks: 2
Open issues: 0

License: None
Language: Python
Size: 11.7 KB
Dependencies parsed at: Pending

Created at: about 6 years ago
Updated at: almost 2 years ago
Pushed at: about 6 years ago
Last synced at: 4 months ago

Topics: cms, derivatives, finance, interest-rates, libor, libor-curve, python

Loading...