R Packing Calculating Credit Risk Valuation Adjustments
☆20Oct 17, 2022Updated 3 years ago
Alternatives and similar repositories for xVA
Users that are interested in xVA 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
- implementing the SA-CCR based on the CRR2 Regulation☆17May 3, 2025Updated 11 months ago
- Exporting C++ code to Excel : a quick and painless tutorial by Antoine Savine☆21Aug 24, 2022Updated 3 years ago
- ☆12May 26, 2016Updated 9 years ago
- csv file from official reports for COVID19 in Ecuador☆11Apr 24, 2020Updated 5 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Taller SparkR para las Jornadas de Usuarios de R☆13Nov 21, 2016Updated 9 years ago
- Various risk analysis projects in R, applying extreme value theory, copula modeling, and value-at-risk backtesting to real world stock da…☆15Jan 5, 2021Updated 5 years ago
- ☆20Aug 5, 2025Updated 8 months ago
- Calibrating market quoted implied volatilities across tenors and maturities for pricing of Swaptions☆19Mar 6, 2017Updated 9 years ago
- SOFR curve bootstrapping☆28Jul 17, 2020Updated 5 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- Example for Interest Rate Modelling Lecture☆14Mar 29, 2025Updated last year
- pmm-admin for PMM 2.x.☆11Jun 1, 2022Updated 3 years ago
- This is a companion repository for lectures in ‘Finite Difference Methods for Financial Partial Differential Equations’ aka the ‘Saxo PUK…☆44May 22, 2024Updated last year
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Rotate logfiles (and other files) from R☆12Oct 17, 2022Updated 3 years ago
- Library for simulation and analysis of vanilla and exotic options☆36May 23, 2020Updated 5 years ago
- A Quasi-Monte-Carlo Integrator Library with CUDA Support☆29May 26, 2023Updated 2 years ago
- Predicting Prices for the products to be sold on Black Friday in US using Regression Analysis, Feature Engineering, Feature Selection, Fe…☆13May 31, 2019Updated 6 years ago
- Repository includes various industrial use-cases of NCache☆10Dec 8, 2022Updated 3 years ago
- A grammar of recurring calendar events.☆15Jul 9, 2023Updated 2 years ago
- GIT Smart HTTP Server Rack Implementation, Python clone of https://github.com/schacon/grack☆31Feb 12, 2014Updated 12 years ago
- Datetime functionality from the C API for R☆12Jan 19, 2026Updated 2 months ago
- 🐍 Python servers (gunicorn, Nginx) for macOS 🍎☆12Mar 3, 2026Updated last month
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Tutorial for the book "Algorithmic Differentiation in Finance"☆16Aug 6, 2017Updated 8 years ago
- Jordan Cheah's Data Science & Data Engineering Portfolio☆27May 23, 2016Updated 9 years ago
- Robust deep hedging and Non-linear generalized affine processes☆13Mar 7, 2025Updated last year
- Make markdown or plain text fit 80 characters. Or any limit you want.☆18Apr 4, 2019Updated 7 years ago
- Set up your GitHub Actions workflow with a specific version of R☆12Sep 7, 2020Updated 5 years ago
- Python SDK for LUSID by FINBOURNE, a bi-temporal investment management data platform with portfolio accounting capabilities.☆10Updated this week
- Simple starter CMake project that uses NVBench.☆16May 6, 2025Updated 11 months ago
- Animation class and tutorials for build123d (https://github.com/gumyr/build123d)☆23Jan 17, 2026Updated 2 months ago
- Website dedicated to all things R and Databases☆15Sep 7, 2022Updated 3 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A python script to build your pelican powered blog in response to HTTP git service hook☆26Apr 17, 2012Updated 13 years ago
- Set of examples for making 3D real-time animation in MATLAB.☆13Jun 23, 2016Updated 9 years ago
- Tool to calculate price of transactions on Hedera network☆11Jan 28, 2026Updated 2 months ago
- Pricing Asian options using finite difference schemes in Python☆11Jun 20, 2025Updated 9 months ago
- High Dimensional Discriminant Analysis in R☆11Jul 11, 2019Updated 6 years ago
- ☆12Oct 7, 2017Updated 8 years ago
- Rserve client php library☆44Aug 17, 2023Updated 2 years ago