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1. SACCR SACCR Public

   Counterparty credit risk analytics prototype that simulates Monte Carlo exposure profiles for IR, FX, and equity derivatives.

   C++

2. StrategyBacktest StrategyBacktest Public

   A simple, extensible Java-based backtesting engine for evaluating rule-based trading strategies on historical price data.

   Java

3. RiskTesting RiskTesting Public

   Automate testing and validation of risk models.

   C++

4. MulticlassClassification MulticlassClassification Public

   High-dimensional and multi-class data classification with classic machine learning classifiers

   Python

5. FixedIncome FixedIncome Public

   A Python library for Fixed Income analytics, Asset-Liability Management (ALM), and Banking Risk simulation.

   Python

6. PricingEngine PricingEngine Public

   A modern C++20 quantitative pricing and risk framework that simulates dynamic QIS investment strategies and prices derivatives written on strategy indices using Monte Carlo methods.

   C++