implementing the SA-CCR based on the CRR2 Regulation
☆17May 3, 2025Updated last year
Alternatives and similar repositories for sa-ccr-python
Users that are interested in sa-ccr-python are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Basel III Standardized Approach for Counterparty Credit Risk Management☆11Jul 5, 2021Updated 4 years ago
- R Packing Calculating Credit Risk Valuation Adjustments☆20Oct 17, 2022Updated 3 years ago
- Class materials of Credit Risk Management taught by prof. Ed Hayes☆14Feb 22, 2018Updated 8 years ago
- Interactive Quant Portfolio Visualizer Dash App☆14Mar 8, 2024Updated 2 years ago
- ☆20Aug 5, 2025Updated 10 months ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- A pipeline to optimize a portfolio of assets and test it against unseen data.☆14Jan 17, 2020Updated 6 years ago
- ☆12Apr 24, 2022Updated 4 years ago
- The Hull-White model is a single-factor interest model used to price interest rate derivatives. The Hull-White model assumes that short r…☆10Jun 2, 2023Updated 3 years ago
- Published by Packt☆13Jan 30, 2023Updated 3 years ago
- A repository for q/kdb+ programs.☆41Oct 4, 2015Updated 10 years ago
- Black-Litterman model portfolio optimizer☆16Aug 28, 2020Updated 5 years ago
- Language independent and centralized auditing server as a microservice.☆10May 3, 2018Updated 8 years ago
- A Quasi-Monte-Carlo Integrator Library with CUDA Support☆29May 26, 2023Updated 3 years ago
- A deep reinforcement learning model for portfolio management. For more info, check☆14Jun 2, 2020Updated 6 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- GIT Smart HTTP Server Rack Implementation, Python clone of https://github.com/schacon/grack☆31Feb 12, 2014Updated 12 years ago
- ☆14Nov 9, 2013Updated 12 years ago
- High performance hybrid Monte Carlo simulation☆10Jun 3, 2026Updated last week
- A Cordova/Backbone project template☆82Jan 20, 2015Updated 11 years ago
- ☆13Jul 24, 2017Updated 8 years ago
- Direct memory storage for java☆15Aug 25, 2011Updated 14 years ago
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Aug 6, 2017Updated 8 years ago
- q/KDB+ api for getting market data from IEX☆16Nov 14, 2017Updated 8 years ago
- An embeddable and distributed in-memory key-value store written in Go☆21Mar 6, 2021Updated 5 years 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.
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- Python SDK for LUSID by FINBOURNE, a bi-temporal investment management data platform with portfolio accounting capabilities.☆10May 30, 2026Updated last week
- This project is based upon the paper: Frazzini, A. & Pedersen, L. (2014). Betting against beta.☆24Jan 20, 2022Updated 4 years ago
- Animation class and tutorials for build123d (https://github.com/gumyr/build123d)☆26Jan 17, 2026Updated 4 months ago
- Python API for Deequ☆41Nov 10, 2020Updated 5 years ago
- A python script to build your pelican powered blog in response to HTTP git service hook☆26Apr 17, 2012Updated 14 years ago
- ☆14Dec 19, 2016Updated 9 years ago
- Pricing Asian options using finite difference schemes in Python☆11Jun 20, 2025Updated 11 months ago
- A Python library implementation of a classic observer pattern with observer and observable classes with usage example. Supports both pyth…☆11Apr 4, 2023Updated 3 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- C++ framework for deep learning☆13Dec 1, 2022Updated 3 years ago
- Rserve client php library☆44Aug 17, 2023Updated 2 years ago
- Heath–Jarrow–Morton model☆14Feb 22, 2021Updated 5 years ago
- A simple state-of-the-art C++ random number generator☆20Oct 10, 2017Updated 8 years ago
- Open Source Market Risk Measurement for your portfolio.☆24Dec 21, 2025Updated 5 months ago
- Java library for creating components and pages that produce HTML using only Java☆39May 6, 2025Updated last year
- Arbitrage free SVI Surface☆14Feb 13, 2018Updated 8 years ago