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@Financial-Engineering

Financial Engineering Applications

  • San Francisco, CA

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  1. MATLAB MATLAB Public

    Derivative pricing models in Matlab covering IR,EQ,FX,CO,CR asset classes

    MATLAB 2 3

  2. Velocity-Engine Velocity-Engine Public

    Scripted Monte-Carlo Engine. Define payoff scripts in Matlab language. Compiler translates scripts into C++ kernels which can be run in the QuantLib MonteCarlo Framework

    C++ 1

  3. strata-extensions strata-extensions Public

    FX Derivatives Extensions for OpenGamma Strata

    Java 1

  4. FinancialDates FinancialDates Public

    C#/.NET Business date calculators

    C#

  5. QuicToFpml QuicToFpml Public

    A .NET REST based web service which converts Markit/Quic formatted trade information into FpML v4.6

    C#

  6. FileParser FileParser Public

    Parses Markit/QuiC formatted trade portfolios and produces statistical analysis of the types and distributions of trades

    F#

Repositories

Showing 7 of 7 repositories
  • strata-extensions Public

    FX Derivatives Extensions for OpenGamma Strata

    Financial-Engineering/strata-extensions’s past year of commit activity
    Java 1 0 0 0 Updated Nov 20, 2018
  • Velocity-Engine Public

    Scripted Monte-Carlo Engine. Define payoff scripts in Matlab language. Compiler translates scripts into C++ kernels which can be run in the QuantLib MonteCarlo Framework

    Financial-Engineering/Velocity-Engine’s past year of commit activity
    C++ 1 0 0 0 Updated Apr 21, 2017
  • QuicToFpml Public

    A .NET REST based web service which converts Markit/Quic formatted trade information into FpML v4.6

    Financial-Engineering/QuicToFpml’s past year of commit activity
    C# 0 0 0 0 Updated Apr 21, 2017
  • FileParser Public

    Parses Markit/QuiC formatted trade portfolios and produces statistical analysis of the types and distributions of trades

    Financial-Engineering/FileParser’s past year of commit activity
    F# 0 0 0 0 Updated Apr 21, 2017
  • FinancialDates Public

    C#/.NET Business date calculators

    Financial-Engineering/FinancialDates’s past year of commit activity
    C# 0 0 0 0 Updated Apr 21, 2017
  • Financial-Toolbox Public

    Option pricing models in Objective-C for use in iOS applications

    Financial-Engineering/Financial-Toolbox’s past year of commit activity
    Objective-C 0 2 0 0 Updated Apr 21, 2017
  • MATLAB Public

    Derivative pricing models in Matlab covering IR,EQ,FX,CO,CR asset classes

    Financial-Engineering/MATLAB’s past year of commit activity
    MATLAB 2 3 0 0 Updated Apr 21, 2017

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