Skip to content
@redukti

REDUKTI

Pinned Loading

  1. OpenRedukti OpenRedukti Public

    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 provid…

    C 8

  2. PyRedukti PyRedukti Public

    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…

    Python 11 1

  3. TestData TestData Public

    Test data used for demo purposes

    Lua

Repositories

Showing 4 of 4 repositories
  • OpenRedukti Public

    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).

    redukti/OpenRedukti’s past year of commit activity
    C 8 GPL-3.0 0 4 0 Updated Jul 28, 2023
  • PyRedukti Public

    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.

    redukti/PyRedukti’s past year of commit activity
    Python 11 1 5 2 Updated Jul 5, 2023
  • redukti.github.io Public
    redukti/redukti.github.io’s past year of commit activity
    HTML 0 0 0 0 Updated Jul 6, 2019
  • TestData Public

    Test data used for demo purposes

    redukti/TestData’s past year of commit activity
    Lua 0 0 0 0 Updated Oct 5, 2017

People

This organization has no public members. You must be a member to see who’s a part of this organization.

Top languages

Loading…

Most used topics

Loading…