Financial Engineering Applications
- San Francisco, CA
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Velocity-Engine
Velocity-Engine PublicScripted 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
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QuicToFpml
QuicToFpml PublicA .NET REST based web service which converts Markit/Quic formatted trade information into FpML v4.6
C#
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FileParser
FileParser PublicParses Markit/QuiC formatted trade portfolios and produces statistical analysis of the types and distributions of trades
F#
Repositories
- 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 - 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 - 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