#Curves
Showing 6 of 6 repositories tagged #curves, ranked by stars
A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) and FX swaps. Contains tools for full curveset construction with market standard optimisers and automatic differentiation (AD) and risk sensitivity calculations including delta and cross-gamma.
Functional Data Analysis Python package
🔥🔥🔥 Easy to build an animation set
A Solidity implementation of Halo2's Pasta curves
Learn the mathematics behind machine learning and explore various mathematical concepts within machine learning.
Machine Learning Project for classifying Weather into ThunderStorm (0001) , Rainy(0010) , Foggy (0100) , Sunny(1000) and also predict weather features for next one year after training on 20 years data on a neural network This is my first Machine Learning Project. Steps To run the project: Extract the files into a single directory ( say "MyWeatherProject" ) Open Octave(GUI) and go to the above directory Type the following in the COMMAND WINDOW : "YearlyForecast();" (without double quotes) Open the files "PredictionWeather1997.txt" to "PredictionWeather2016.txt" and compare with actual results from "Weather1997.txt" to "Weather2015.txt". Curves are plotted to compare predictions with actual weather conditions and they will be saved in the same directory...