marc-henrard / muRisQ-ir-modelsView external linksLinks
muRisQ Advisory: Interest Rate Models for Derivatives.
☆16Oct 9, 2022Updated 3 years ago
Alternatives and similar repositories for muRisQ-ir-models
Users that are interested in muRisQ-ir-models are comparing it to the libraries listed below
Sorting:
- ☆12Mar 17, 2025Updated 11 months ago
- SOFR curve bootstrapping☆26Jul 17, 2020Updated 5 years ago
- Material for Antoine Savine's Computational Finance Lectures at Copenhagen University & Kings College London☆68Dec 20, 2019Updated 6 years ago
- An xVA quantitative library written in python using tensorflow☆17Jan 7, 2026Updated last month
- ☆23Sep 8, 2021Updated 4 years ago
- ☆18Sep 30, 2021Updated 4 years ago
- QuantLib with adjoint algorithmic differentiation (AAD)☆49Mar 17, 2016Updated 9 years ago
- Libor curve bootstrapping example from cash, Eurodollar future and interest rate swap instruments.☆22Jan 30, 2019Updated 7 years ago
- Implementation of term structure model project☆22Dec 26, 2015Updated 10 years ago
- Reimplementing QuantLib examples by Python☆68Sep 23, 2022Updated 3 years ago
- QuantLib with AAD☆36Feb 6, 2026Updated last week
- OPSIIE (OPSIE) is an advanced Self-Centered Intelligence (SCI) prototype that represents a new paradigm in AI-human interaction.☆23Oct 26, 2025Updated 3 months ago
- ☆10Nov 29, 2019Updated 6 years ago
- Interest Rates calculation, indexing and Term Structures.☆29Sep 1, 2024Updated last year
- Exploring using stdpar and Cython☆34Nov 19, 2020Updated 5 years ago
- FIX metadata model☆11Nov 18, 2015Updated 10 years ago
- ☆12Dec 8, 2020Updated 5 years ago
- Latest research papers and articles☆10Jun 5, 2018Updated 7 years ago
- A sexy binary protocol written in c with zero-allocations☆11Dec 13, 2025Updated 2 months ago
- Rapid prototyping full stack framework using our favorite technologies. Inspired by Aqua/Frame with a sprinkle of Mean.io and Mean.js☆11Aug 21, 2017Updated 8 years ago
- React component to flash numbers based on value changes. Perfect for financial applications.☆13Jul 20, 2023Updated 2 years ago
- Fast Sparse Multifrontal Solver☆11May 27, 2015Updated 10 years ago
- Collection of utilities for working with BigQuery in Apache Beam☆10Nov 13, 2025Updated 3 months ago
- Published by Packt☆11Jan 18, 2021Updated 5 years ago
- This package provides a LAN-wide shared event emitter.☆20Jan 15, 2014Updated 12 years ago
- SWIFT mock that emulates SWIFT network, parse and generate SWIFT ISO 15022 messages.☆11Dec 2, 2022Updated 3 years ago
- ☆10Updated this week
- Repository for the OAC (ODRL profile for Access Control) documentation: https://w3id.org/oac☆10Oct 20, 2024Updated last year
- Command-line utilities for testing multicast network.☆10Apr 5, 2018Updated 7 years ago
- quasar-actors-integration-examples☆11Apr 27, 2016Updated 9 years ago
- Create a ledger-cli ledger from a couple QuickBooks reports.☆17Feb 20, 2015Updated 10 years ago
- fmadio issue tracking☆10Oct 23, 2024Updated last year
- FileSystem JSON Database API☆14Nov 22, 2020Updated 5 years ago
- Example for Interest Rate Modelling Lecture☆14Mar 29, 2025Updated 10 months ago
- Get the data related to finance in Japan using variety types of data sources☆13Jun 26, 2016Updated 9 years ago
- The repository for Machine Learning Tokyo☆10Mar 23, 2019Updated 6 years ago
- Akka Cluster for Value-at-Risk calculation☆14May 2, 2014Updated 11 years ago
- A B-Spline approach to modelling the term structure of interest rate swaps.☆11Apr 10, 2020Updated 5 years ago
- SABR model calibration on shiny☆11Sep 16, 2013Updated 12 years ago