☆24Feb 17, 2024Updated 2 years ago
Alternatives and similar repositories for InterestRateModelsCpp
Users that are interested in InterestRateModelsCpp are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- ☆18Sep 22, 2023Updated 2 years ago
- ☆17Oct 15, 2023Updated 2 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Aug 6, 2017Updated 8 years ago
- Algo Trading Research & Documentation☆33Jul 29, 2025Updated 9 months ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Material for the workshop Machine Learning for Option Pricing, Calibration and Hedging☆16Feb 26, 2020Updated 6 years ago
- A project of implementing, modeling, and simulating asset-backed securities.☆16Mar 27, 2018Updated 8 years ago
- Economic models and things in Pytorch☆22Nov 30, 2017Updated 8 years ago
- Fitting Volatility using SSVI with quotient phi, but by slice fitting fashion☆18May 13, 2024Updated last year
- Quant Research☆104Mar 7, 2026Updated last month
- A collection of basic auxiliary classes and modules to complement VBA.☆14Oct 5, 2022Updated 3 years ago
- Code for calibrating the SABR model, used to model implied volatility smiles, described in the paper https://www.researchgate.net/publica…☆12Jun 28, 2019Updated 6 years ago
- Matlab codes accompanying Numerical Methods for Stochastic Partial Differential Equations with White Noise☆26Aug 3, 2017Updated 8 years ago
- Tool to identify option arbitrage opportunities across different expiries.☆18Nov 6, 2024Updated last year
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- A project of building and running a trading system according to service oriented architecture standard.☆17Jan 3, 2018Updated 8 years ago
- VBA application for finance, portfolio and trading☆17Dec 26, 2020Updated 5 years ago
- ☆33Nov 23, 2022Updated 3 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆17Jul 28, 2019Updated 6 years ago
- Code to accompany the paper "VolGAN: a generative model for arbitrage-free implied volatility surfaces"☆109Mar 10, 2025Updated last year
- A python package for robust statistics☆22Sep 9, 2025Updated 7 months ago
- OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitiv…☆10Jul 28, 2023Updated 2 years ago
- 📦 Python library for Stochastic Processes Simulation and Visualisation☆363Mar 22, 2026Updated last month
- ☆11Dec 18, 2015Updated 10 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Community sources subtitles for videos on the Julia Languages YouTube channel☆17Jan 31, 2022Updated 4 years ago
- A basic and essential code to teach Python☆12Mar 27, 2023Updated 3 years ago
- Julia ❤️ Excel☆11Jun 1, 2021Updated 4 years ago
- ☆11Feb 8, 2020Updated 6 years ago
- A collection of example workflows for GitHub Actions that are used for Julia projects and packages.☆13Apr 28, 2020Updated 6 years ago
- Repositorio de ejemplos, macros, plantillas, clases, etc. relacionados con la producción de documentos con LaTeX.☆15Sep 2, 2023Updated 2 years ago
- Material preparado para las clases y evaluaciones de Stata en la PUCP.☆13Jan 7, 2023Updated 3 years ago
- ☆13Aug 1, 2023Updated 2 years ago
- ☆12Mar 17, 2025Updated last year
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Codes for the concepts related to quantitative finance☆60Updated this week
- Julia course: from total beginner to power user!☆12Mar 29, 2025Updated last year
- Regime Based Asset Allocation with MPT, Random Forest and Bayesian Inference☆25Oct 16, 2022Updated 3 years ago
- Baruch MFE MTH9894☆13Jun 4, 2017Updated 8 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Use the https://heroicons.com SVGs in Julia!☆14Feb 17, 2026Updated 2 months ago
- Material for the YouTube course "Data Science using Stata: Complete Beginners Course", which is available on my channel YUNIKARN.☆12Sep 18, 2023Updated 2 years ago