lakshmiDRIP/DRIP

Fixed Income Analytics, Portfolio Construction Analytics, Transaction Cost Analytics, Counter Party Analytics, Asset Backed Analytics

Language: Java - Size: 727 MB - Last synced at: 10 months ago - Pushed at: over 6 years ago - Stars: 54 - Forks: 23

redukti/PyRedukti

PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It wraps the OpenRedukti library.

Language: Python - Size: 774 KB - Last synced at: about 1 year ago - Pushed at: almost 2 years ago - Stars: 11 - Forks: 0

redukti/OpenRedukti

OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It provides a scripting environment in Python and Ravi (a Lua dialect).

Language: C - Size: 1.39 MB - Last synced at: about 1 year ago - Pushed at: almost 2 years ago - Stars: 8 - Forks: 0

ccjeremylo/FinEng-in-IRFX

Financial Engineering in IRFX in C++

Language: Jupyter Notebook - Size: 3.42 MB - Last synced at: about 1 year ago - Pushed at: about 1 year ago - Stars: 0 - Forks: 0

kaustubholpadkar/Beizier-Curve-Simulation

Language: JavaScript - Size: 512 KB - Last synced at: about 2 months ago - Pushed at: over 7 years ago - Stars: 0 - Forks: 1