Cash flow and analytics engine for mortgage-backed securities (MBS)
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Apr 5, 2022 - C++
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structured-products
Here are 8 public repositories matching this topic...
Web application creating PDF backtesting reports for autocalls
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Oct 12, 2018 - Python
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Oct 16, 2024 - Jupyter Notebook
A vanilla and exotic options pricing repository
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Jul 31, 2025 - Jupyter Notebook
Pseudo delta neutral strategy built on top of Rivera ALM vaults.
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Jan 23, 2024 - Solidity
A prototype project that trains LightGBM models to approximate Monte Carlo (MC) pricing of different derivative payoffs.
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Nov 26, 2025 - Jupyter Notebook
Monte Carlo pricer for Athena structured products using local volatility and CIR interest rate models.
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Nov 10, 2025 - Python
Mathema Calculation Plus - Excel
monte-carlo-simulation quantitative-finance financial-library financial-mathematics derivatives-pricing options-pricing financial-modeling structured-products volatility-modeling yield-curves stochastic-volatility local-volatility fx-volatility stochastic-local-volatility ficc-derivatives fxoptions-pricing fx-volatility-surface pyxll-excel-fiancial financial-excel-template
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Sep 23, 2025 - Python
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