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Pinned Loading

  1. atlas atlas Public

    Pricing Library

    C++ 3

  2. curveengine curveengine Public

    simplified curve bootstrapping tool

    Python

  3. LMM_CVA LMM_CVA Public

    Example implementation of the LMM, applied to CVA

    Jupyter Notebook 1

  4. QuantScript QuantScript Public

    Scripting language for describing financial cashflows

    C++