tranche-pricing

Here are 2 public repositories matching this topic...

dadadave80 / unistrata

A Uniswap v4 hook that prices a pool as a capital structure: a senior Bedrock coupon over a junior Sediment first-loss tranche, settled cross-chain by a Reactive Network RSC. UHI9.

hooks typescript solidity foundry defi impermanent-loss uniswap-v4 reactive-network tranche-pricing uhi9

Updated Jun 19, 2026
Solidity

dan-allouche-qf / tranche-pricing-paris

Star

Multi-model tranche pricing of Paris residential rental cash flows: Gaussian / Student-t / Cox copulas, Vasicek short rate, Andersen-Sidenius-Basu waterfall, antithetic + Sobol Monte Carlo. Working paper, dashboard, full reproducibility.

real-estate python latex monte-carlo quantitative-finance copula cdo credit-risk structured-products vasicek tranche-pricing

Updated May 24, 2026
Python

Improve this page

Add a description, image, and links to the tranche-pricing topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the tranche-pricing topic, visit your repo's landing page and select "manage topics."

Learn more

Provide feedback

Saved searches

Use saved searches to filter your results more quickly