GitHub topics: multi-curve
go-compile/rome
The Elliptic and Edward Curve cryptography library built for multi-curve use. Unified crypto interface for ECDSA, EdDSA, ECIES and ECDH. NIST Curves, Brainpool, Ed25519, Ed448.
Language: Go - Size: 227 KB - Last synced at: 6 days ago - Pushed at: over 1 year ago - Stars: 1 - Forks: 3
lakshmiDRIP/DROP-Fixed-Income
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.
Language: HTML - Size: 544 KB - Last synced at: about 2 years ago - Pushed at: over 6 years ago - Stars: 23 - Forks: 11
