#Pricing-derivatives

Showing 5 of 5 repositories tagged #pricing-derivatives, ranked by stars

rcalxrc08

FinancialToolbox.jl

Useful functions for Black–Scholes Model in the Julia Language

FinancialMonteCarlo.jl

Julia Package for Financial Monte Carlo Simulations

An Excel integration of OpenGamma Strata.

PyRedukti is a Python library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It wraps the OpenRedukti library.

OpenRedukti is a C++ library for Interest Rate Swaps and Fras, supports bootstrapping of Interest Rate Curves, computing NPV and sensitivities using automatic/algorithmic differentiation. It provides a scripting environment in Python and Ravi (a Lua dialect).

Score

★ 10 ⑂ 0 —