#
interest-rate-model
Here are 4 public repositories matching this topic...
Implementation of common interest rate models and their extensions.
-
Updated
Oct 1, 2025 - C++
Calibrating shifted 2-factor Gaussian short-rate model with iterative simulated annealing to market cap volatilities.
-
Updated
Sep 6, 2025 - C++
A Python-based framework for calibrating the Gaussian Short-Rate (GSR) interest rate model using TensorFlow and QuantLib, enabling precise and efficient swaption volatility surface fitting.
machine-learning quantitative-finance financial-engineering swaptions hull-white interest-rate-model
-
Updated
Nov 7, 2025 - TeX
Improve this page
Add a description, image, and links to the interest-rate-model topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the interest-rate-model topic, visit your repo's landing page and select "manage topics."