Pinned Loading

1. dtccClient dtccClient Public

   a service/console solution to download and store OTC derivative data from dtcc to sql server and apache cassandra

   C++ 4 1

2. xlObjectTools xlObjectTools Public

   custom excel addin for fixed-income quantitative projects

   C++ 3 2

3. cfp cfp Public

   A C++ implementation of the Chen-Feng-Palomar model (2017) with python/R bindings

   C++ 1

4. tws11 tws11 Public

   a C++/python binding for tws API using C++ 11

   C++ 1

5. smoothy smoothy Public

   a n-dim smoothing library

   C++ 1

6. LiborModel LiborModel Public

   Market Model Calibration using QuantLib

   C++ 1 5